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Detection of changes in a random financial sequence with a stable distribution - MaRDI portal

Detection of changes in a random financial sequence with a stable distribution (Q5123599)

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scientific article; zbMATH DE number 7252495
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English
Detection of changes in a random financial sequence with a stable distribution
scientific article; zbMATH DE number 7252495

    Statements

    title
    Detection of changes in a random financial sequence with a stable distribution (English)
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    author
    Dong Han
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    Fugee Tsung
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    Yanting Li
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    Jinguo Xian
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    publication date
    29 September 2020
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    zbMATH Keywords
    logarithmic moment estimators
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    multi-CUSUM charts
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    detection of changes
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    random sequence with stable distribution
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    cites work
    Q4871595
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    Q2738737
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    Q2709279
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    Q4301585
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    Chance and Stability
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    Q3717907
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    Identifiers

    zbMATH DE Number
    7252495
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    OpenAlex ID
    W2111063192
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