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Change Point Analysis for Time Series (Record no. 59774)

MARC details
000 -LEADER
fixed length control field 03877nam a22005775i 4500
001 - CONTROL NUMBER
control field 978-3-031-51609-2
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251030112036.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240511s2024 sz | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783031516092
-- 978-3-031-51609-2
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-031-51609-2
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA276-280
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source thema
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Horváth, Lajos.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 74712
245 10 - TITLE STATEMENT
Title Change Point Analysis for Time Series
Medium [electronic resource] /
Statement of responsibility, etc. by Lajos Horváth, Gregory Rice.
250 ## - EDITION STATEMENT
Edition statement 1st ed. 2024.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer Nature Switzerland :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2024.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 545 p. 36 illus., 30 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Springer Series in Statistics,
International Standard Serial Number 2197-568X
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Cumulative Sum Processes -- Change Point Analysis of the Mean -- Variance Estimation, Change Points in Variance, and Heteroscedasticity -- Regression Models -- Parameter Changes in Time Series Models -- Sequential Monitoring -- High-dimensional and Panel Data -- Functional Data.
520 ## - SUMMARY, ETC.
Summary, etc. 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 67233
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 76645
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65981
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65982
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 67233
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 76646
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65985
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 69738
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Rice, Gregory.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 76647
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer Nature eBook
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031516085
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031516108
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031516115
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer Series in Statistics,
International Standard Serial Number 2197-568X
9 (RLIN) 76648
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/978-3-031-51609-2">https://doi.org/10.1007/978-3-031-51609-2</a>
912 ## -
-- ZDB-2-SMA
912 ## -
-- ZDB-2-SXMS

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