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Sequential Analysis: Hypothesis Testing and Changepoint Detection,9781439838204
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Sequential Analysis: Hypothesis Testing and Changepoint Detection

by ;
Edition:
1st
ISBN13:

9781439838204

ISBN10:
1439838208
Format:
Hardcover
Pub. Date:
8/27/2014
Publisher(s):
Chapman & Hall/

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What version or edition is this?
This is the 1st edition with a publication date of 8/27/2014.
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Summary

This book presents an overview of the theory and applications of sequential methods for hypothesis testing and changepoint detection in a wide range of engineering and environmental domains. It describes all the important theoretical developments with an emphasis on applications, including environmental surveillance, biomedical engineering, image processing, computer security, econometrics, and finance. The text covers more practical discrete-time models as well as very general cases that include both continuous- and discrete-time models. In addition, it presents the results for multi-hypothesis tests and detection-isolation procedures.


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