Limit Theorems in Change-Point Analysis

Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide 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 detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of:

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

This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

List of contents

Aus dem Inhalt:
The Likelihood Approach;
Nonparametric Methods;
Linear Models;
Dependent Observations;
Appendices

About the author

Miklós Csörgö is the author of Limit Theorems in Change-Point Analysis, published by Wiley.
Lajos Horváth is the author of Limit Theorems in Change-Point Analysis, published by Wiley.

Summary

Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations.

Product details

• Authors: Miklos Csoergoe, Miklos (Carlton University Csoergoe, Miklos Horvath Csoergoe, Csorgo, M Csorgo, M. Csorgo, M. Horvath Csorgo, Miklos Csorgo, Miklos (Carlton University Csorgo, Miklos Horvath Csorgo, Miklós Csörgö, CSORGO MIKLOS HORVATH LAJOS, Horvath, L. Horvath, Lajos Horvath, Lajos (University of Utah Horvath, Lajos Horváth
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 30.10.1997
• EAN: 9780471955221
• ISBN: 978-0-471-95522-1
• No. of pages: 440
• Series: Wiley Series in Probability &; Wiley Series in Probability and Statistics
• Subject: Natural sciences, medicine, IT, technology > Mathematics