Estimations and Tests in Change-Point Models
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Book Overview This book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with chan...
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. It is suitable for graduate students and scientific researchers working in the industry, governmental laboratories and academia.
Book Details Format: Hardcover | Pages: 294 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813231769
FormatHardcover
Pages294
LanguageEnglish
ISBN9813231769
EAN9789813231764
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.27 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.75 Inches
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