Parametric Statistical Change Point Analysis

Name: Parametric Statistical Change Point Analysis
Brand: Springer Nature
SKU: 9780817648008
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Parametric Statistical Change Point Analysis

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Springer Nature

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9780817648008

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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 asa 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. Morerecently, change point analysis has been foundin extensive applicationsrelated toanalyzing biomedical imaging data, array Comparative Genomic Hybridization (aCGH) data, and gene expression data. The exposition throughout the workis clear and systematic, with a great deal of introductory material included. Different models are presented in each chapter, including gamma and exponential models, rarely examined thus far in the literature.Extensive examples throughout the text emphasize key concepts and different methodologies used, namely the likelihood ratio criterion as well asthe Bayesian and information criterion approaches. New examples of change point analysis in modern molecular biology and other fieldssuch as finance and air traffic controlare added in this second edition.Also included are two new chapters on change points in the hazard function and other practical change point models such as the epidemic change point model and a smooth-and-abrupt change point model. An up-to-date comprehensive bibliography and two indices round out the work.

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