Limit Theorems In Change Point Analysis
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| Author | : Miklós Csörgö |
| Publisher | : John Wiley & Sons |
| Total Pages | : 448 |
| Release | : 1997-12-29 |
| Genre | : Mathematics |
| ISBN | : |
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
| Author | : M.S. Nikulin |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 501 |
| Release | : 2006-02-10 |
| Genre | : Medical |
| ISBN | : 0387260234 |
Probability, Statistics and Modelling in Public Health consists of refereed contributions by expert biostatisticians that discuss various probabilistic and statistical models used in public health. Many of them are based on the work of Marvin Zelen of the Harvard School of Public Health. Topics discussed include models based on Markov and semi-Markov processes, multi-state models, models and methods in lifetime data analysis, accelerated failure models, design and analysis of clinical trials, Bayesian methods, pharmaceutical and environmental statistics, degradation models, epidemiological methods, screening programs, early detection of diseases, and measurement and analysis of quality of life.
| Author | : Lajos Horváth |
| Publisher | : Springer Nature |
| Total Pages | : 552 |
| Release | : |
| Genre | : |
| ISBN | : 3031516095 |
| Author | : Boris Brodsky |
| Publisher | : CRC Press |
| Total Pages | : 366 |
| Release | : 2016-12-12 |
| Genre | : Mathematics |
| ISBN | : 1498755976 |
This 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. Suitable 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.
| Author | : B. Szyszkowicz |
| Publisher | : Elsevier |
| Total Pages | : 925 |
| Release | : 1998-10-29 |
| Genre | : Mathematics |
| ISBN | : 008049952X |
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
| Author | : Odile Pons |
| Publisher | : World Scientific |
| Total Pages | : 305 |
| Release | : 2018-05-30 |
| Genre | : Mathematics |
| ISBN | : 9813231785 |
'This is a solid mathematical treatment of some topics in the analysis of change-point models. The book is intended for graduate students and scientific researchers using statistics in practice.'zbMATHThis 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.
| Author | : Dmitriĭ Sergeevich Silʹvestrov |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 426 |
| Release | : 2004 |
| Genre | : Mathematics |
| ISBN | : 9781852337773 |
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
| Author | : Jürgen Pilz |
| Publisher | : Springer |
| Total Pages | : 412 |
| Release | : 2018-05-17 |
| Genre | : Mathematics |
| ISBN | : 3319760351 |
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.
| Author | : Javier Ramirez |
| Publisher | : Bentham Science |
| Total Pages | : 223 |
| Release | : 2011 |
| Genre | : Computers |
| ISBN | : 1608051722 |
"This E-book is a collection of articles that describe advances in speech recognition technology. Robustness in speech recognition refers to the need to maintain high speech recognition accuracy even when the quality of the input speech is degraded, or whe"
| Author | : Pierre Perron |
| Publisher | : MDPI |
| Total Pages | : 167 |
| Release | : 2018-04-13 |
| Genre | : Business & Economics |
| ISBN | : 3038428116 |
This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
