by Arjun K . Gupta (Author), JieChen (Author)
This book offers in-depth study of the change point problem, and an examination of change point analysis of common statistical models. Change point problems are encountered in economics, finance, medicine, signal processing, and geology, to mention a few.
Format: Hardcover
Pages: 273
Edition: 2nd Edition.
Publisher: Birkhauser
Published: 09 Nov 2011
ISBN 10: 0817648003
ISBN 13: 9780817648008