Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A semi-Markovian approach to drawdown-based measures - MaRDI portal

A semi-Markovian approach to drawdown-based measures (Q6497556)

From MaRDI portal
scientific article; zbMATH DE number 7843137
Language Label Description Also known as
English
A semi-Markovian approach to drawdown-based measures
scientific article; zbMATH DE number 7843137

    Statements

    title
    A semi-Markovian approach to drawdown-based measures (English)
    0 references
    author
    Guglielmo D'Amico
    0 references
    Bice Di Basilio
    0 references
    Filippo Petroni
    0 references
    publication date
    6 May 2024
    0 references
    zbMATH Keywords
    drawdown-based measures
    0 references
    high-frequency data
    0 references
    right censoring
    0 references
    maximum likelihood estimate
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91-XX
    0 references
    60K15
    0 references
    62P05
    0 references
    zbMATH DE Number
    7843137
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6497556&oldid=38017636"
    Powered by MediaWiki