Sequential change detection and hypothesis testing: general non-i.i.d. stochastic models and asymptotically optimal rules
Auteur :
Tartakovsky, Alexander
Éditeur :
Taylor & Francis Inc
ISBN :
9781498757584
Date de publication :
2 déc. 2019
Dimensions :
25,4 x 17,8 cm
Poids :
725 g
Langue :
Anglais
Pays d'origine :
USA
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.