Loss function-based change point detection in risk measures (Q6113344)
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scientific article; zbMATH DE number 7709825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss function-based change point detection in risk measures |
scientific article; zbMATH DE number 7709825 |
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Loss function-based change point detection in risk measures (English)
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11 July 2023
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risk analysis
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change point detection
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loss function
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risk measures
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stationary bootstrap
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