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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| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ
World Scientific Pub.
2018
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| 001 | 52634 | ||
| 003 | MY-KLNDU | ||
| 005 | 20241219014235.0 | ||
| 008 | 221104 2018 nju abi 001 0 eng d | ||
| 020 | |a 9789813231764 (hardcover) | ||
| 020 | |a 9813231769 (hardcover) | ||
| 039 | 9 | |a 202211041225 |b VLOAD |c 201912051544 |d johari |y 201904161517 |z helmey | |
| 040 | |a UPNM |b eng |c UPNM |e rda | ||
| 090 | |a QA 274.42 |b .P66 2018 | ||
| 100 | 1 | |a Pons, Odile, |e author. | |
| 245 | 1 | 0 | |a Estimations and tests in change-point models |c Odile Pons. |
| 264 | 1 | |a Hackensack, NJ |b World Scientific Pub. |c 2018 | |
| 300 | |a ix, 294 pages |c 24 cm. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a 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. | ||
| 592 | |a 37706 |b 26/08/2019 |c RM 467.12 |h Bookline | ||
| 650 | 0 | |a Change-point problems. | |
| 650 | 0 | |a Mathematical statistics. | |
| 650 | 0 | |a Mathematical analysis. | |
| 999 | |a vtls000063779 |c 52634 |d 52634 | ||