Description

Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide a thorough survey of parametric and non-parametric methods,regression and time series models together with sequential methods.All but the most basic models are carefully developed with detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:

* The Likelihood Approach
* Non-Parametric Methods
* Linear Models
* Dependent Observations

This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems.

Foreword by David Kendall

Limit Theorems in Change-Point Analysis

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Hardback by Miklós Csörgö , Lajos Horváth

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Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 30/10/1997
    ISBN13: 9780471955221, 978-0471955221
    ISBN10: 0471955221

    Number of Pages: 440

    Non Fiction , Mathematics & Science , Education

    Description

    Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide a thorough survey of parametric and non-parametric methods,regression and time series models together with sequential methods.All but the most basic models are carefully developed with detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:

    * The Likelihood Approach
    * Non-Parametric Methods
    * Linear Models
    * Dependent Observations

    This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems.

    Foreword by David Kendall

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