000			02184nam a22003378i 4500
001			CR9780511754678
003			UkCbUP
005			20200124160251.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			100422s2009||||enk o ||1 0|eng|d
020			_a9780511754678 (ebook)
020			_z9780521621045 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA280 _b.P66 2009
082	0	0	_a519.5/5 _222
100	1		_aPoor, H. Vincent, _eauthor.
245	1	0	_aQuickest detection / _cH.H. Vincent Poor, Olympia Hadjiliadis.
264		1	_aCambridge : _bCambridge University Press, _c2009.
300			_a1 online resource (xii, 229 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThe 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.
650		0	_aChange-point problems.
650		0	_aTime-series analysis.
700	1		_aHadjiliadis, Olympia, _eauthor.
776	0	8	_iPrint version: _z9780521621045
856	4	0	_uhttps://doi.org/10.1017/CBO9780511754678
999			_c519503 _d519501