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Parametric statistical change point analysis : with applications to genetics, medicine, and finance

Author: Jie Chen; A K Gupta
Publisher: New York : Birkhäuser, ©2012.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as 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. More recently, change point  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jie Chen; A K Gupta
ISBN: 9780817648008 0817648003
OCLC Number: 758395536
Description: xiii, 273 pages : illustrations ; 24 cm
Contents: Preface --
Preliminaries --
Introduction --
Univariate Normal Model --
Multivariate Normal Model --
Regression Model --
Gamma Model --
Exponential Model --
Change Point Model for the Hazard Function --
Discrete Models --
Other Models --
Bibliography --
Author Index --
Subject Index.
Responsibility: Jie Chen, Arjun K. Gupta.
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Abstract:

This book offers in-depth study of the change point problem, and an examination of change point analysis of common statistical models. Change point problems are encountered in economics, finance,  Read more...

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From the reviews of the second edition:"The book summarizes several fundamental approaches in dealing with parametric change point models including likelihood, information criteria, and the Bayesian Read more...

 
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