Parametric Statistical Change Point Analysis (DMV Seminar)

Chen, Jie, Gupta, A.K.

ISBN 10: 0817641696 / ISBN 13: 9780817641696

Published by Birkhäuser Boston, 2000

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Bibliographic Details

• Title: Parametric Statistical Change Point Analysis (DMV Seminar)
• Publisher: Birkhäuser Boston
• Publication Date: 2000
• Language: English
• ISBN 10: 0817641696
• ISBN 13: 9780817641696
• Binding: Hardcover
• Condition: Like New
• Book Type: book

About this title

Synopsis

This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models.  Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several.  The exposition is clear and systematic, with a great deal of introductory material included.  Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature.  Other models covered in detail are the multivariate normal, univariate normal, regression, and discrete models.  Extensive examples throughout the text emphasize key concepts and different methodologies are used, namely the likelihood ratio criterion, and the Bayesian and information criterion approaches.  A comprehensive bibliography and two indices complete the study.  

About the Author

JIE CHEN, PhD, is Professor of Electrical Engineering at the University of California, Riverside. GUOXIANG GU, PhD, is Professor in the Department of Electrical and Computer Engineering at Louisiana State University, Baton Rouge.