Sequential analysis hypothesis testing and changepoint detection
The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision probl...
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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL
CRC Press is an imprint of Taylor & Francis Group, an informa business
[2015]
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| Series: | Monographs on statistics and applied probability (Series)
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| Subjects: | |
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| Summary: | The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results |
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| Physical Description: | xxiii, 579 pages illustrations 27 cm. |
| Bibliography: | Includes bibliographical references and index |
| ISBN: | 9781439838204 (hardcover : alk. paper) 1439838208 (hardcover : alk. paper) |