Limit Theorems In Change Point Analysis
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Limit Theorems In Change Point Analysis
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Author : Miklós Csörgö
language : en
Publisher: John Wiley & Sons
Release Date : 1997-12-29
Limit Theorems In Change Point Analysis written by Miklós Csörgö and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-29 with Mathematics categories.
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
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Author : M.S. Nikulin
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-10
Probability Statistics And Modelling In Public Health written by M.S. Nikulin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-10 with Medical categories.
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
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Author : Lajos Horváth
language : en
Publisher: Springer Nature
Release Date : 2024-05-11
Change Point Analysis For Time Series written by Lajos Horváth and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-11 with Mathematics categories.
This volume provides a comprehensive survey that covers various modern methods used for detecting and estimating change points in time series and their models. The book primarily focuses on asymptotic theory and practical applications of change point analysis. The methods discussed in the book go beyond the traditional change point methods for univariate and multivariate series. It also explores techniques for handling heteroscedastic series, high-dimensional series, and functional data. While the primary emphasis is on retrospective change point analysis, the book also presents sequential "on-line" methods for detecting change points in real-time scenarios. Each chapter in the book includes multiple data examples that illustrate the practical application of the developed results. These examples cover diverse fields such as economics, finance, environmental studies, and health data analysis. To reinforce the understanding of the material, each chapter concludes with several exercises.Additionally, the book provides a discussion of background literature, allowing readers to explore further resources for in-depth knowledge on specific topics. Overall, "Change Point Analysis for Time Series" offers a broad and informative overview of modern methods in change point analysis, making it a valuable resource for researchers, practitioners, and students interested in analyzing and modeling time series data.
Change Point Analysis In Nonstationary Stochastic Models
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Author : Boris Brodsky
language : en
Publisher: CRC Press
Release Date : 2016-12-12
Change Point Analysis In Nonstationary Stochastic Models written by Boris Brodsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-12 with Mathematics categories.
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.
Limit Theorems In Change Point Analysis For Dependent Data
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Author : Alexander Schmitz
language : en
Publisher:
Release Date : 2011
Limit Theorems In Change Point Analysis For Dependent Data written by Alexander Schmitz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Limit Theorems For Randomly Stopped Stochastic Processes
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Author : Dmitriĭ Sergeevich Silʹvestrov
language : en
Publisher: Springer Science & Business Media
Release Date : 2004
Limit Theorems For Randomly Stopped Stochastic Processes written by Dmitriĭ Sergeevich Silʹvestrov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
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.
Trends In Mathematical Information And Data Sciences
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Author : Narayanaswamy Balakrishnan
language : en
Publisher: Springer Nature
Release Date : 2022-06-27
Trends In Mathematical Information And Data Sciences written by Narayanaswamy Balakrishnan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-27 with Technology & Engineering categories.
This book involves ideas/results from the topics of mathematical, information, and data sciences, in connection with the main research interests of Professor Pardo that can be summarized as Information Theory with Applications to Statistical Inference. This book is a tribute to Professor Leandro Pardo, who has chaired the Department of Statistics and OR of the Complutense University in Madrid, and he has been also President of the Spanish Society of Statistics and Operations Research. In this way, the contributions have been structured into three parts, which often overlap to a greater or lesser extent, namely Trends in Mathematical Sciences (Part I) Trends in Information Sciences (Part II) Trends in Data Sciences (Part III) The contributions gathered in this book have offered either new developments from a theoretical and/or computational and/or applied point of view, or reviews of recent literature of outstanding developments. They have been applied through nice examples in climatology, chemistry, economics, engineering, geology, health sciences, physics, pandemics, and socioeconomic indicators. Consequently, the intended audience of this book is mainly statisticians, mathematicians, computer scientists, and so on, but users of these disciplines as well as experts in the involved applications may certainly find this book a very interesting read.
Change Point Problems
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Author : Edward G. Carlstein
language : en
Publisher: IMS
Release Date : 1994
Change Point Problems written by Edward G. Carlstein and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
Handbook Of Environmental And Ecological Statistics
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Author : Alan E. Gelfand
language : en
Publisher: CRC Press
Release Date : 2019-01-15
Handbook Of Environmental And Ecological Statistics written by Alan E. Gelfand and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-15 with Mathematics categories.
This handbook focuses on the enormous literature applying statistical methodology and modelling to environmental and ecological processes. The 21st century statistics community has become increasingly interdisciplinary, bringing a large collection of modern tools to all areas of application in environmental processes. In addition, the environmental community has substantially increased its scope of data collection including observational data, satellite-derived data, and computer model output. The resultant impact in this latter community has been substantial; no longer are simple regression and analysis of variance methods adequate. The contribution of this handbook is to assemble a state-of-the-art view of this interface. Features: An internationally regarded editorial team. A distinguished collection of contributors. A thoroughly contemporary treatment of a substantial interdisciplinary interface. Written to engage both statisticians as well as quantitative environmental researchers. 34 chapters covering methodology, ecological processes, environmental exposure, and statistical methods in climate science.
Measuring Risk In Complex Stochastic Systems
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Author : J. Franke
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Measuring Risk In Complex Stochastic Systems written by J. Franke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Complex dynamic processes of life and sciences generate risks that have to be taken. The need for clear and distinctive definitions of different kinds of risks, adequate methods and parsimonious models is obvious. The identification of important risk factors and the quantification of risk stemming from an interplay between many risk factors is a prerequisite for mastering the challenges of risk perception, analysis and management successfully. The increasing complexity of stochastic systems, especially in finance, have catalysed the use of advanced statistical methods for these tasks. The methodological approach to solving risk management tasks may, however, be undertaken from many different angles. A financial insti tution may focus on the risk created by the use of options and other derivatives in global financial processing, an auditor will try to evalu ate internal risk management models in detail, a mathematician may be interested in analysing the involved nonlinearities or concentrate on extreme and rare events of a complex stochastic system, whereas a statis tician may be interested in model and variable selection, practical im plementations and parsimonious modelling. An economist may think about the possible impact of risk management tools in the framework of efficient regulation of financial markets or efficient allocation of capital.