Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance

by Jie Chen, Arjun K. Gupta, A.K. Gupta

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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 analysis has been found in extensive...

Format:Hardcover

Language:English

ISBN:0817648003

ISBN13:9780817648008

Release Date:November 2011

Publisher:Birkhauser

Length:273 Pages

Weight:1.27 lbs.

Dimensions:1.0" x 6.3" x 9.3"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance

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