Distributional Properties of CUSUM Stopping Times (Q3543505): Difference between revisions

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Revision as of 20:32, 19 March 2024

scientific article
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Distributional Properties of CUSUM Stopping Times
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    Statements

    Distributional Properties of CUSUM Stopping Times (English)
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    4 December 2008
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    cumulative sum (CUSUM)
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    generating function
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    geometric
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    Laplace distribution
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    stopping time
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    trading securities
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    Identifiers

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