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Change-Point Analysis in Nonstationary Stochastic Models

Af: Boris Brodsky Engelsk Paperback
SPAR
kr 63

Change-Point Analysis in Nonstationary Stochastic Models

Af: Boris Brodsky Engelsk Paperback

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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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.

Produktdetaljer
Sprog: Engelsk
Sider: 366
ISBN-13: 9781032402208
Indbinding: Paperback
Udgave:
ISBN-10: 1032402202
Udg. Dato: 29 aug 2022
Længde: 0mm
Bredde: 234mm
Højde: 156mm
Forlag: Taylor & Francis Ltd
Oplagsdato: 29 aug 2022
Forfatter(e): Boris Brodsky
Forfatter(e) Boris Brodsky


Kategori Sandsynlighedsregning og statistik


Sprog Engelsk


Indbinding Paperback


Sider 366


Udgave


Længde 0mm


Bredde 234mm


Højde 156mm


Udg. Dato 29 aug 2022


Oplagsdato 29 aug 2022

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