Inference for Change Point and Post Change Means After a Cusum Test

115,50 €*

Alle Preise inkl. MwSt.|Versandkostenfrei
Gewicht:
259 g
Format:
234x156x12 mm
Beschreibung:

The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected
CUSUM Procedure.- Change-Point Estimation.- Confidence Interval for Change-Point.- Inference for Post-Change Mean.- Estimation After False Signal.- Inference with Change in Variance.- Sequential Classification and Segmentation.- An Adaptive CUSUM Procedure.- Dependent Observation Case.- Other Methods and Remarks.

Kunden Rezensionen

Zu diesem Artikel ist noch keine Rezension vorhanden.
Helfen sie anderen Besuchern und verfassen Sie selbst eine Rezension.

Google Plus
Powered by Inooga