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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Bibliographic Details

Main Author:	Pons, Odile (Author)
Format:	Book
Language:	English
Published:	Hackensack, NJ World Scientific Pub. 2018
Subjects:	Change-point problems. Mathematical statistics. Mathematical analysis.
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