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  • CHANGE-POINT ANALYSIS IN NONSTATIONARY STOCHASTIC MODELS
    ebook
    CHANGE-POINT ANALYSIS IN NONSTATIONARY STOCHASTIC MODELS
    BORIS BRODSKY
    This 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, particularl...

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