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"--
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| Format: | eBook |
| Language: | English |
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Boca Raton :
CRC Press,
[2020]
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- 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.