Change-Point Analysis in Nonstationary Stochastic Models - Softcover

Brodsky, Boris

Softcover

ISBN 10: 1032402202 ISBN 13: 9781032402208

Publisher: Chapman and Hall/CRC, 2022

Synopsis

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.

About this title

About the Author

Boris Brodsky

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2022
• Language: English
• ISBN 10: 1032402202
• ISBN 13: 9781032402208
• Binding: Paperback
• Edition number: 1
• Number of pages: 366