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Change-level detection for Lévy subordinators - MaRDI portal

Change-level detection for Lévy subordinators (Q2121087)

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scientific article
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English
Change-level detection for Lévy subordinators
scientific article

    Statements

    title
    Change-level detection for Lévy subordinators (English)
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    author
    Zeina Al Masry
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    Landy Rabehasaina
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    Ghislain Verdier
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    publication date
    1 April 2022
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    zbMATH Keywords
    change detection
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    Lévy process
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    subordinator
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    CUSUM
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    sequential testing
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62L10
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    62L15
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    60G51
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    60G40
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    zbMATH DE Number
    7502147
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    OpenAlex ID
    W4210916762
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