Change point analysis in nonstationary stochastic models Brodsky, Boris

By:

Brodsky, Boris

Material type: Text

TextPublication details: Boca Raton CRC Press Taylor and Francis Group 2017Description: xix, 345 p. 25 cmISBN:

9781498755962

Subject(s):

DDC classification:

519.23 B7C4

Summary: 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. https://www.crcpress.com/Change-Point-Analysis-in-Nonstationary-Stochastic-Models/Brodsky/p/book/9781498755962

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	519.23 B7C4 (Browse shelf(Opens below))	Available		195165

Total holds: 0

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.

https://www.crcpress.com/Change-Point-Analysis-in-Nonstationary-Stochastic-Models/Brodsky/p/book/9781498755962

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