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Change Point Analysis for Time Series

This volume provides a comprehensive survey that covers various modern methods used for detecting and estimating change points in time series and their models. The book primarily focuses on asymptotic theory and practical applications of change point analysis. The methods discussed in the book go be...

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Detalles Bibliográficos
Autores principales: Horváth, Lajos (Autor), Rice, Gregory (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Lenguaje:inglés
Publicado: Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edición:1st ed. 2024.
Colección:Springer Series in Statistics,
Materias:
Mathematical statistics.
Time-series analysis.
Biometry.
Statistics .
Mathematical Statistics.
Time Series Analysis.
Biostatistics.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:https://doi.org/10.1007/978-3-031-51609-2
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Tabla de Contenidos:
  • Cumulative Sum Processes
  • Change Point Analysis of the Mean
  • Variance Estimation, Change Points in Variance, and Heteroscedasticity
  • Regression Models
  • Parameter Changes in Time Series Models
  • Sequential Monitoring
  • High-dimensional and Panel Data
  • Functional Data.

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