Parametric Statistical Change Point Analysis
Jie ChenArjun K. Gupta
Gebundenes Buch

Parametric Statistical Change Point Analysis

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This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. The exposition is clear and systematic, with a great deal of introductory material included. Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature. Other models covered in detail...