Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
DOI10.1007/S00362-021-01230-7zbMath1477.00006OpenAlexW3143658100MaRDI QIDQ2065293
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-021-01230-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) External book reviews (00A17)
This page was built for publication: Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules