Discover the latest methods in change point analysis for time series data with this comprehensive hardcover book. Written by Lajos Horváth and Gregory Rice, it delves into both asymptotic theory and practical applications, offering insights beyond traditional techniques. Explore advanced methods for univariate and multivariate series, including handling heteroscedastic, high-dimensional, and functional data. The book covers retrospective analysis and real-time sequential methods. Key Features: * Comprehensive survey of modern change point analysis methods * Focus on asymptotic theory and practical applications * Covers univariate, multivariate, heteroscedastic, high-dimensional, and functional data * Includes retrospective and sequential 'on-line' methods * Real-world data examples from economics, finance, environmental studies, and health * Exercises and background literature for further study This essential resource is ideal for researchers, practitioners, and students seeking to analyze and model time series data effectively. Summary: ISBN 9783031516085. Hardcover book, English version, authored by Lajos Horváth and Gregory Rice.