Change-point analysis in nonstationary stochastic models
Auteur :
Brodsky, Boris
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032402208
Date de publication :
29 août 2022
Dimensions :
23,4 x 15,6 cm
Poids :
517 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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