Parametric Statistical Change Point Analysis is popular PDF and ePub book, written by Jie Chen in 2013-11-11, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Parametric Statistical Change Point Analysis can be Read Online from any device for your convenience.
Parametric Statistical Change Point Analysis Book PDF Summary
Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.
Detail Book of Parametric Statistical Change Point Analysis PDF
- Author : Jie Chen
- Release : 11 November 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781475731316
- Genre : Mathematics
- Total Page : 190 pages
- Language : English
- PDF File Size : 8,6 Mb
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