Parametric statistical change point analysis
著者
書誌事項
Parametric statistical change point analysis
Birkhäuser, c2000
大学図書館所蔵 件 / 全12件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. [173]-180) and indexes
内容説明・目次
内容説明
This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. The exposition is clear and systematic, with a great deal of introductory material included. Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature. Other models covered in detail are the multivariate normal, univariate normal, regression, and discrete models. Extensive examples throughout the text emphasize key concepts and different methodologies are used, namely the likelihood ratio criterion, and the Bayesian and information criterion approaches. A comprehensive bibliography and two indices complete the study.
目次
- Preliminaries
- univariate normal model
- multivariate normal model
- regression models
- gamma model
- exponential model
- discrete models.
「Nielsen BookData」 より