Change-point Analysis in Nonstationary Stochastic Models - Hardcover

Brodsky, Boris

Hardcover

ISBN 10: 1498755968 ISBN 13: 9781498755962

Verlag: Chapman & Hall/CRC, 2016

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.

Über diesen Titel

Über die Autorin bzw. den Autor

Boris Brodsky

Details zur Ausgabe

• Verlag: Chapman & Hall/CRC
• Erscheinungsdatum: 2016
• Sprache: Englisch
• ISBN 10: 1498755968
• ISBN 13: 9781498755962
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 400
• Kontakt zum Hersteller: CRC Press; https://www.routledge-ny.com; ; 6000 BROKEN SOUND PARKWAY, NW SUITE 300; BOCA RATON; FL; 33487; USA
• Verantwortliche Person: Taylor & Francis Verlag GmbH; GPSR@taylorandfrancis.com; ; Kaufingerstraße 24, 80331 München, Germany; München; Deutschland