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Estimations and Tests in Change-Point Models
Hardcover
ISBN13: 9789813231764
Publisher: World Scientific Publishing Company
Published: Jun 9 2018
Pages: 304
Weight: 1.27
Height: 0.75 Width: 6.00 Depth: 9.00
Language: English
This 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 variables or at a time or an index of sampling.
The book contains many new results and fills a gap in statistics literature, where the asymptotic properties of the estimators and test statistics in singular models are not sufficiently developed. It is suitable for graduate students and scientific researchers working in the industry, governmental laboratories and academia.
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