http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Sequential change detection and hypothesis testing
general non-i.i.d. stochastic models and asymptotically optimal rules
"Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades"--
Sequential hypothesis testing in multiple data streams -- Sequential detection of changes : changepoint models, performance metrics and optimality criteria -- Bayesian quickest change detection in a single population -- Nearly optimal pointwise and minimax change detection in a single population -- Change detection rules optimal for the maximal detection probability criterion -- Quickest change detection in multiple streams -- Joint changepoint detection and identification -- Applications.
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Probability & Statistics / Bayesian Analysis