Estimations and tests in change-point models
This book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variables or a...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ
World Scientific Pub.
2018
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| Summary: | This book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variables or at a time or an index of sampling. The book contains many new results and fills a gap in statistics literature, where the asymptotic properties of the estimators and test statistics in singular models are not sufficiently developed. |
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| Physical Description: | ix, 294 pages 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9789813231764 (hardcover) 9813231769 (hardcover) |