
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 beyond the traditional change point methods for univariate and multivariate series. It also explores techniques for handling heteroscedastic series, high-dimensional series, and functional data. While ...
DETAILS
Change Point Analysis for Time Series
Horváth, Lajos, Rice, Gregory
Gebunden, xiii, 545 S.
XIII, 545 p. 36 illus., 30 illus. in color.
Sprache: Englisch
235 mm
ISBN-13: 978-3-031-51608-5
Titelnr.: 97062430
Gewicht: 941 g
Springer, Berlin (2024)
Herstelleradresse
Springer Heidelberg
Tiergartenstr. 17
69121 - DE Heidelberg
E-Mail: buchhandel-buch@springer.com