Limit Theorems In Change Point Analysis For Dependent Data
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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
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.
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.
Empirical Process Techniques For Dependent Data
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Author : Herold Dehling
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Process Techniques For Dependent Data written by Herold Dehling 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.
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Statistics And Simulation
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Author : Jürgen Pilz
language : en
Publisher: Springer
Release Date : 2018-05-17
Statistics And Simulation written by Jürgen Pilz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-17 with Mathematics categories.
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.
Handbook Of Discrete Valued Time Series
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Author : Richard A. Davis
language : en
Publisher: CRC Press
Release Date : 2016-01-06
Handbook Of Discrete Valued Time Series written by Richard A. Davis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-06 with Mathematics categories.
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
Asymptotic Laws And Methods In Stochastics
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Author : Donald Dawson
language : en
Publisher: Springer
Release Date : 2015-11-12
Asymptotic Laws And Methods In Stochastics written by Donald Dawson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-12 with Mathematics categories.
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.
Dependence In Probability And Statistics
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Author : Paul Doukhan
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-23
Dependence In Probability And Statistics written by Paul Doukhan 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 2010-07-23 with Mathematics categories.
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Elements Of Copula Modeling With R
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Author : Marius Hofert
language : en
Publisher: Springer
Release Date : 2019-01-09
Elements Of Copula Modeling With R written by Marius Hofert and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-09 with Business & Economics categories.
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few. In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modeling.
Algorithmic Learning Theory
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Author : Sanjay Jain
language : en
Publisher: Springer
Release Date : 2013-09-27
Algorithmic Learning Theory written by Sanjay Jain and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-27 with Computers categories.
This book constitutes the proceedings of the 24th International Conference on Algorithmic Learning Theory, ALT 2013, held in Singapore in October 2013, and co-located with the 16th International Conference on Discovery Science, DS 2013. The 23 papers presented in this volume were carefully reviewed and selected from 39 submissions. In addition the book contains 3 full papers of invited talks. The papers are organized in topical sections named: online learning, inductive inference and grammatical inference, teaching and learning from queries, bandit theory, statistical learning theory, Bayesian/stochastic learning, and unsupervised/semi-supervised learning.