Detection of changes in a random financial sequence with a stable distribution
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Publication:5123599
DOI10.1080/02664760902914433OpenAlexW2111063192MaRDI QIDQ5123599
Yanting Li, Jinguo Xian, Dong Han, Fugee Tsung
Publication date: 29 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760902914433
detection of changeslogarithmic moment estimatorsmulti-CUSUM chartsrandom sequence with stable distribution
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Cites Work
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