Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Mai 2024
Genre:	Schulbücher
	ARMA / Biostatistics / data segmentation / Dynamic Linear Models / Functional Data Analysis / GARCH / Heteroscedastic Time Series / Mathematical statistics / Panel Data / Sequential Monitoring / Statistics in Business, Management, Economics, Finance, Insurance / Time Series / Time Series Analysis / Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management mehr...
ISBN:	9783031516085
EAN-Code:	9783031516085
Verlag:	Springer EN
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 36 mm
Gewicht:	998 gr
Seiten:	545
Illustration:	XIII, 545 p. 36 illus., 30 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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 the primary emphasis is on retrospective change point analysis, the book also presents sequential "on-line" methods for detecting change points in real-time scenarios. Each chapter in the book includes multiple data examples that illustrate the practical application of the developed results. These examples cover diverse fields such as economics, finance, environmental studies, and health data analysis. To reinforce the understanding of the material, each chapter concludes with several exercises.Additionally, the book provides a discussion of background literature, allowing readers to explore further resources for in-depth knowledge on specific topics. Overall, "Change Point Analysis for Time Series" offers a broad and informative overview of modern methods in change point analysis, making it a valuable resource for researchers, practitioners, and students interested in analyzing and modeling time series data.