Parametric Statistical Change Point Analysis

First Edition)"Change point detection is of importance in engineering, economics, medicine, science and several fields. This book offers an in-depth study of the problem in some parametric models...The book partially relies on research papers written by the authors. For the reader's convenience, detailed calculations establishing the results are included. On the other hand, examples and statistical tables help the application-oriented reader. Statisticians in science, engineering and finance will find this book useful. It can be recommended also to students, both undergraduate and graduate."   -Publicationes Mathematicae (Review of the First Edition)"In this monograph under review, the authors collect and describe a series of important models in change point analysis which have proved to be useful in statistical applications...The majority of change point procedures discussed here is for (univariate or multivariate) normal models. This is because such models are very popular and widely used in practice. But other parametric models, like the gamma, exponential, binomial or Poisson model, are also studied...[This] monograph can serve as a useful reference text for various purposes. The advanced student should be encouraged to do some [of his] own research work in an interesting area, the researcher will find a comprehensive exposition of recent developments, and the applied statistician will have a useful collection of change point methods and procedures, illustrated by many numerical examples of real data sets from different applications."   -Statistics & Decisions (Review of the First Edition)  

"The statistical theory of change point analysis is now well developed, and the monograph under review represents a timely account of a part of it. The book contains [a] detailed explanation of some technical papers on parametric change point analysis. Considerable effort is devoted topresenting detailed proofs of the asymptotic distributions of likelihood procedures based on test statistics for univariate and multivariate normal distributions. The book is generally aimed at researchers and graduate students with a good background in probability and asymptotic theory...In summary, the monograph under review is timely and a good starting point for both researchers and theoretically strong graduate students interested in pursuing theoretical research in nonsequential parametric single-path change point problems." -SIAM Review (Review of the First Edition)

"Change point detection is of importance in engineering, economics, medicine, science and several fields. This book offers an in-depth study of the problem in some parametric models...The book partially relies on research papers written by the authors. For the reader's convenience, detailed calculations establishing the results are included. On the other hand, examples and statistical tables help the application-oriented reader. Statisticians in science, engineering and finance will find this book useful. It can be recommended also to students, both undergraduate and graduate." -Publicationes Mathematicae (Review of the First Edition)

"In this monograph under review, the authors collect and describe a series of important models in change point analysis which have proved to be useful in statistical applications...The majority of change point procedures discussed here is for (univariate or multivariate) normal models. This is because such models are very popular and widely used in practice. But other parametric models, like the gamma, exponential, binomial or Poisson model, are also studied...[This] monograph can serve as a useful reference text for various purposes. The advanced student should be encouraged to do some [of his] own research work in an interesting area, the researcher will find a comprehensive exposition of recent developments, and the appliedstatistician will have a useful collection of change point methods and procedures, illustrated by many numerical examples of real data sets from different applications." -Statistics & Decisions (Review of the First Edition)