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ESTIMATIONS AND TESTS IN CHANGE-POINT MODELS
By Odile Pons
eBook
$94.00
By Odile Pons
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'This is a solid mathematical treatment of some topics in the analysis of change-point models. The book is intended for graduate students and scientific researchers using statistics in practice.'zbMATHThis book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variable...