Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the...

Mik16s Cs6rgO and David M. Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer- ence at Texas A & M University in 1981. Independently of them, Sandor Cs6rgO and Lajos Horv th have begun their work on this subject at Szeged University. The idea of writing a monograph together was born when the four of us met in the Conference on Limit Theorems in Probability and Statistics, Veszpr m 1982. This collaboration resulted in No. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and...