Loss function-based change point detection in risk measures (Q6113344): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2023.03.033 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4361287210 / rank | |||
Normal rank |
Revision as of 10:08, 30 July 2024
scientific article; zbMATH DE number 7709825
Language | Label | Description | Also known as |
---|---|---|---|
English | Loss function-based change point detection in risk measures |
scientific article; zbMATH DE number 7709825 |
Statements
Loss function-based change point detection in risk measures (English)
0 references
11 July 2023
0 references
risk analysis
0 references
change point detection
0 references
loss function
0 references
risk measures
0 references
stationary bootstrap
0 references