Items related to Change-Point Analysis in Nonstationary Stochastic Models

Change-Point Analysis in Nonstationary Stochastic Models - Hardcover

Brodsky, Boris

 
9781498755962: Change-Point Analysis in Nonstationary Stochastic Models
Hardcover
ISBN 10: 1498755968 ISBN 13: 9781498755962
Publisher: Chapman and Hall/CRC, 2017

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.

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About the Author

Boris Brodsky

"About this title" may belong to another edition of this title.

Publisher
Chapman and Hall/CRC
Publication date
2017
Language
English
ISBN 10 
1498755968
ISBN 13 
9781498755962
Binding
Hardcover
Edition number
1
Number of pages
368