A semi-Markovian approach to drawdown-based measures (Q6497556)
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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 |
Statements
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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