Sequential change detection and hypothesis testing : general non-i.i.d. stochastic models and asymptotically optimal rules /: general non-i.i.d. stochastic models and asymptotically optimal rules. (2019)

• Record Type: Book
• Further Information: Note: Alexander Tartakovsky.
• Authors: Tartakovsky, Alexander
• Contents: 1 Introduction and Motivation; 2 Elements of optimal stopping theory; 3 Changepoint models; 4 Bayesian approaches; 5 The Lorden criterion; 6 Alternative versions of the Lorden criterion; 7 CUSUM for Poisson processes; 8 The maximal probability criterion; 9 The Pollak criterion; 10 Finite time horizon problems;11 Two-sided problems; 12 Quickest detection of changes with composite hypotheses; 13 Quickest change detection in multiple sensors/populations; 14 Performance evaluation; 15 Retrospective change detection; 16 Sequential hypothesis testing; 17 Sequential tests of composite hypotheses; 18 Sequential hypothesis testing in multiple sensors/populations; 19 Sequential Estimation; 20 Applications and Extensions.
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2019
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 519.54; Sequential analysis
• Languages: English
• ISBNs: 9780429531712; 9781498757591; 9780429155017
• Related ISBNs: 9781498757584
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.