Limit Theorems In Change Point Analysis
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Limit Theorems in Change Point Analysis
Author | : Miklós Csörgö,Lajos Horváth |
Publsiher | : John Wiley & Sons |
Total Pages | : 448 |
Release | : 1997-12-29 |
Genre | : Mathematics |
ISBN | : UOM:39015040159074 |
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Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall
Probability Statistics and Modelling in Public Health
Author | : M.S. Nikulin,Daniel Commenges,Catherine Huber-Carol |
Publsiher | : Springer Science & Business Media |
Total Pages | : 501 |
Release | : 2006-02-10 |
Genre | : Medical |
ISBN | : 9780387260235 |
Download Probability Statistics and Modelling in Public Health Book in PDF, Epub and Kindle
Probability, Statistics and Modelling in Public Health consists of refereed contributions by expert biostatisticians that discuss various probabilistic and statistical models used in public health. Many of them are based on the work of Marvin Zelen of the Harvard School of Public Health. Topics discussed include models based on Markov and semi-Markov processes, multi-state models, models and methods in lifetime data analysis, accelerated failure models, design and analysis of clinical trials, Bayesian methods, pharmaceutical and environmental statistics, degradation models, epidemiological methods, screening programs, early detection of diseases, and measurement and analysis of quality of life.
Change Point Analysis for Time Series
Author | : Lajos Horváth |
Publsiher | : Springer Nature |
Total Pages | : 552 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9783031516092 |
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Change Point Analysis in Nonstationary Stochastic Models
Author | : Boris Brodsky |
Publsiher | : CRC Press |
Total Pages | : 239 |
Release | : 2016-12-12 |
Genre | : Mathematics |
ISBN | : 9781315350950 |
Download Change Point Analysis in Nonstationary Stochastic Models Book in PDF, Epub and Kindle
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.
Robustness and Complex Data Structures
Author | : Claudia Becker,Roland Fried,Sonja Kuhnt |
Publsiher | : Springer Science & Business Media |
Total Pages | : 377 |
Release | : 2014-07-08 |
Genre | : Mathematics |
ISBN | : 9783642354946 |
Download Robustness and Complex Data Structures Book in PDF, Epub and Kindle
This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Contemporary Perspectives in Data Mining Volume 1
Author | : Kenneth D. Lawrence,Ronald Klimberg |
Publsiher | : IAP |
Total Pages | : 255 |
Release | : 2013-04-01 |
Genre | : Mathematics |
ISBN | : 9781623960575 |
Download Contemporary Perspectives in Data Mining Volume 1 Book in PDF, Epub and Kindle
The series, Contemporary Perspectives on Data Mining, is composed of blind refereed scholarly research methods and applications of data mining. This series will be targeted both at the academic community, as well as the business practitioner. Data mining seeks to discover knowledge from vast amounts of data with the use of statistical and mathematical techniques. The knowledge is extracted form this data by examining the patterns of the data, whether they be associations of groups or things, predictions, sequential relationships between time order events or natural groups. Data mining applications are seen in finance (banking, brokerage, insurance), marketing (customer relationships, retailing, logistics, travel), as well as in manufacturing, health care, fraud detection, home-land security, and law enforcement.
Limit Theorems for Randomly Stopped Stochastic Processes
Author | : Dmitriĭ Sergeevich Silʹvestrov |
Publsiher | : Springer Science & Business Media |
Total Pages | : 426 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 185233777X |
Download Limit Theorems for Randomly Stopped Stochastic Processes Book in PDF, Epub and Kindle
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Asymptotic Laws and Methods in Stochastics
Author | : Donald Dawson,Rafal Kulik,Mohamedou Ould Haye,Barbara Szyszkowicz,Yiqiang Zhao |
Publsiher | : Springer |
Total Pages | : 406 |
Release | : 2015-11-12 |
Genre | : Mathematics |
ISBN | : 9781493930760 |
Download Asymptotic Laws and Methods in Stochastics Book in PDF, Epub and Kindle
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.