Distributional Properties of CUSUM Stopping Times (Q3543505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional Properties of CUSUM Stopping Times |
scientific article |
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Distributional Properties of CUSUM Stopping Times (English)
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4 December 2008
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cumulative sum (CUSUM)
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generating function
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geometric
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Laplace distribution
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stopping time
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trading securities
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