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/S00362-021-01230-7MaRDI QIDQ2065293zbMATH OpenOpenAlexFDO

Authors Claudia Kirch

Publication date 7 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00362-021-01230-7

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) External book reviews (00A17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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