Estimations and Tests in Change-Point Models
Odile Pons, "Estimations and Tests in Change-Point Models"
English | ISBN: 9813231769 | 2018 | 300 pages | EPUB | 48 MB
English | ISBN: 9813231769 | 2018 | 300 pages | EPUB | 48 MB
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 void 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.
Readership: Graduate students and researchers in statistics, governmental laboratories and academia.