{"product_id":"changepoint-analysis-in-nonstationary-stochastic-models-9781498755962","title":"ChangePoint Analysis in Nonstationary Stochastic","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eThis book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally.\u003c\/p\u003e\u003cp\u003eSuitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\"The objective of this book is to present theoretical and numerical results for detection and estimation of changes in complex systems. Retrospective and sequential detection of the change-points is considered. …\u003cbr\u003eI think that the book will be useful to many people because it presents the two types of change-point problems (retrospective and sequential), in various situations, presenting the theoretical results, simulations and real-world applications.\"\u003cbr\u003e—Gabriela Ciuperca, in \u003ci\u003eMathematical Reviews Clippings\u003c\/i\u003e, December 2017\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eI Retrospective Problems\u003c\/p\u003e\u003cp\u003e1 Preliminary considerations\u003c\/p\u003e\u003cp\u003e2 General Retrospective Disorder Problem\u003c\/p\u003e\u003cp\u003e3 Retrospective Detection and Estimation of Stochastic Trends\u003c\/p\u003e\u003cp\u003e4 Retrospective Detection and Estimation of Switches in Univariate Models\u003c\/p\u003e\u003cp\u003e5 Retrospective change-point detection and estimation in multivariate stochastic models\u003c\/p\u003e\u003cp\u003e6 Retrospective Detection of Change-Points in State-Space Models\u003c\/p\u003e\u003cp\u003e7 Copula, GARCH, and Other Financial Models\u003c\/p\u003e\u003cp\u003eII Sequential Problems\u003c\/p\u003e\u003cp\u003e8 Sequential hypothesis testing\u003c\/p\u003e\u003cp\u003e9 Sequential change-point detection for univariate models\u003c\/p\u003e\u003cp\u003e10 Sequential Change-Point Detection in Multivariate Models\u003c\/p\u003e\u003cp\u003e11 Early change-point detection\u003c\/p\u003e\u003cp\u003e12 Sequential Detection of Switches in Models with Changing Structures\u003c\/p\u003e\u003cp\u003e13 Sequential detection and estimation of change-points\u003c\/p\u003e\u003cp\u003eBibliography\u003c\/p\u003e\u003cp\u003eIndex\u003c\/p\u003e","brand":"Taylor \u0026 Francis Inc","offers":[{"title":"Default Title","offer_id":49409292665175,"sku":"9781498755962","price":147.25,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/changepoint-analysis-in-nonstationary-stochastic-models-9781498755962","provider":"Book Curl","version":"1.0","type":"link"}