LEADER 02461oam 2200529I 450 001 9910155107703321 005 20240505171844.0 010 $a1-315-35095-5 010 $a1-315-36798-X 010 $a1-4987-5597-6 024 7 $a10.1201/9781315367989 035 $a(CKB)3710000000973145 035 $a(MiAaPQ)EBC4769134 035 $a(OCoLC)1000430193 035 $a(BIP)75553386 035 $a(BIP)55597398 035 $a(EXLCZ)993710000000973145 100 $a20180420d20172017 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aChange-point analysis in nonstationary stochastic models /$fBoris Brodsky 205 $a1st ed. 210 1$aBoca Raton :$cCRC Press,$d[2017]. 210 4$dİ2017 215 $a1 online resource (366 pages) $cillustrations, tables 300 $aA Chapman and Hall book--title page. 311 08$a1-4987-5596-8 320 $aIncludes bibliographical references and index. 327 $a1. Retrospective problems -- 2. Sequential problems. 330 $aThis book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them. 606 $aStochastic processes 606 $aStationary processes 606 $aChange-point problems 615 0$aStochastic processes. 615 0$aStationary processes. 615 0$aChange-point problems. 676 $a519.2/3 700 $aBrodsky$b B. E$g(Boris E.),$f1955-$0892653 801 0$bFlBoTFG 801 1$bFlBoTFG 906 $aBOOK 912 $a9910155107703321 996 $aChange-point analysis in nonstationary stochastic models$91993892 997 $aUNINA