Change-Point Analysis in Nonstationary Stochastic Models by Boris Brodsky

By Boris Brodsky

This booklet covers the advance of equipment for detection and estimation of adjustments in advanced platforms. those platforms are quite often defined by way of nonstationary stochastic versions, which contain either static and dynamic regimes, linear and nonlinear dynamics, and relentless and time-variant constructions of such structures. It covers either retrospective and sequential difficulties, relatively theoretical tools of optimum detection. Such equipment are developed and their features are analyzed either theoretically and experimentally.


Suitable for researchers operating in change-point research and stochastic modelling, the publication contains theoretical info mixed with machine simulations and useful functions. Its rigorous process might be preferred by way of these trying to delve into the main points of the tools, in addition to these seeking to practice them.

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