Limit Theorems in Change-Point Analysis

Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide a thorough survey of parametric and non-parametric methods,regression and time series models together with sequential methods.All but the most basic models are carefully developed with detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:

* The Likelihood Approach
* Non-Parametric Methods
* Linear Models
* Dependent Observations

This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems.

Foreword by David KendallEin allgemeiner Überblick und eine streng mathematische Behandlung dieser statistischen Methode - alle Ergebnisse werden bewiesen, ausgehend von aktuellen Verfahren der Wahrscheinlichkeitsrechnung. Für fortgeschrittene Studenten und Fachleute aus Statistik, Wahrscheinlichkeitstheorie und Ingenieurwissenschaften sowie für Forscher auf dem Gebiet der Qualitätskontrolle. The Likelihood Approach.

Nonparametric Methods.

Linear Models.

Dependent Observations.

Appendix.

References.

Indexes. Aus dem Inhalt:
The Likelihood Approach;
Nonparametric Methods;
Linear Models;
Dependent Observations;
Appendices "This book is suitable for Ph.D. students who wish to establish a solid grounding in the field, and researchers who need a reliable reference to precisely formulated results and their proofs. The book contains a very extensive list of references reading into the late 1990's." (Mathematical Reviews, 2011)

Miklós Csörgö is the author of Limit Theorems in Change-Point Analysis, published by Wiley.

Lajos Horváth is the author of Limit Theorems in Change-Point Analysis, published by Wiley.

Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of:

• The Likelihood Approach
• Non-Parametric Methods
• Linear Models
• Dependent Observations

This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall