Real-time assessment of value-at-risk and volatility accuracy (Q864231): Difference between revisions

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+https://doi.org/10.1016/j.nonrwa.2005.08.008
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+W2062232112
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+Q3121550
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+Q4220711
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+Q4794126
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+Q4845376
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+Optimal stopping times for detecting changes in distributions
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+CONTINUOUS INSPECTION SCHEMES
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+Decision theoretic optimality of the cusum procedure
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+The detection and estimation of the change point in a disccrete-time stochastic system
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+Control charts applying a general sequential test at each sampling point
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+The SPRT control chart for the process mean with samples starting at fixed times
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