Loss function-based change point detection in risk measures (Q6113344): Difference between revisions

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Revision as of 10:08, 30 July 2024

scientific article; zbMATH DE number 7709825
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English
Loss function-based change point detection in risk measures
scientific article; zbMATH DE number 7709825

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    Loss function-based change point detection in risk measures (English)
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    11 July 2023
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    risk analysis
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    change point detection
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    loss function
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    risk measures
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    stationary bootstrap
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