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: | Pons, Odile (Author) |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ
World Scientific Pub.
2018
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