| Description |
1 online resource (xii, 229 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Cambridge books online.
|
| Bibliography |
Includes bibliographical references (pages 213-224) and index. |
| Summary |
The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Change-point problems.
|
|
Change-point problems. |
|
Time-series analysis.
|
|
Time-series analysis. |
| Genre/Form |
Electronic book.
|
|
Electronic books.
|
| Added Author |
Hadjiliadis, Olympia.
|
| Other Form: |
Print version: Poor, H. Vincent. Quickest detection. Cambridge, UK ; New York : Cambridge University Press, 2009 9780521621045 0521621046 (DLC) 2008030569 (OCoLC)231580945 |
| ISBN |
9780511480652 (electronic book) |
|
0511480652 (electronic book) |
|
0511479859 (electronic book) |
|
9780511479854 (electronic book) |
|
9780521621045 (hardback) |
|
0521621046 (hardback) |
|
9780511754678 (ebook) |
|
0511754671 (ebook) |
| Standard No. |
9786612001512 |
|
