TY  - BOOK
AU  - Tartakovsky,Alexander
TI  - Sequential change detection and hypothesis testing: general non-i.i.d. stochastic models and asymptotically optimal rules 
SN  - 9780429155017
AV  - QA279.7 
U1  - 519.5/4 23
PY  - 2020///]
CY  - Boca Raton
PB  - CRC Press
KW  - Sequential analysis
KW  - Mathematical statistics
KW  - MATHEMATICS / Probability & Statistics / General
KW  - bisacsh
KW  - MATHEMATICS / Probability & Statistics / Bayesian Analysis
N1  - 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
N2  - "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"--
UR  - https://www.taylorfrancis.com/books/9780429155017
UR  - http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf
ER  -