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scientific article; zbMATH DE number 7071567 - MaRDI portal

scientific article; zbMATH DE number 7071567

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Publication:5381975

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DOI10.3969/J.ISSN.0490-6756.2018.06.010zbMath1424.91176MaRDI QIDQ5381975

Xuwei Li, Xiaxia Sang

Publication date: 21 June 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

computational complexity financial time series piecewise linear region segmentation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Actuarial science and mathematical finance (91G99)

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