Change-Point Analysis in Nonstationary Stochastic Models - Softcover

Brodsky, Boris

 
9781032402208: Change-Point Analysis in Nonstationary Stochastic Models
Softcover
ISBN 10: 1032402202 ISBN 13: 9781032402208
Verlag: Chapman and Hall/CRC, 2022

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Boris Brodsky

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Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2022
Sprache
Englisch
ISBN 10 
1032402202
ISBN 13 
9781032402208
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
368
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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9781498755962: Change-point Analysis in Nonstationary Stochastic Models

Vorgestellte Ausgabe

ISBN 10:  1498755968 ISBN 13:  9781498755962
Verlag: Chapman & Hall/CRC, 2016
Hardcover