by YanhongWu (Author)
The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
Format: Paperback
Pages: 171
Publisher: Springer
Published: 04 Mar 2005
ISBN 10: 0387229272
ISBN 13: 9780387229270