A semi-Markovian approach to drawdown-based measures (Q6497556): Difference between revisions
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Revision as of 14:54, 28 November 2024
scientific article; zbMATH DE number 7843137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-Markovian approach to drawdown-based measures |
scientific article; zbMATH DE number 7843137 |
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A semi-Markovian approach to drawdown-based measures (English)
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6 May 2024
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drawdown-based measures
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high-frequency data
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right censoring
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maximum likelihood estimate
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