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Change-point Analysis in Nonstationary Stochastic Models (Hardcover) (Boris Brodsky)

Change-point Analysis in Nonstationary Stochastic Models (Hardcover) (Boris Brodsky) - image 1 of 1

About this item

This is a monograph on the detection and estimation of changes in non-stationary stochastic models. It covers retrospective and sequential change-point detection, as well as hypothesis testing, in both univariate and multivariate non-stationary models. It is rigorous in the mathematical details and proofs, and will be of interest to researchers in the area as well as postgraduate students. It includes some illustrative examples to help understanding of the methods.

Number of Pages: 400
Genre: Mathematics
Format: Hardcover
Publisher: Taylor & Francis
Author: Boris Brodsky
Language: English
Street Date: December 15, 2016
TCIN: 51640403
UPC: 9781498755962
Item Number (DPCI): 248-28-3154
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