Variation analysis of uncertain stationary independent increment processes

DOI10.1016/j.ejor.2012.05.010zbMath1253.60062OpenAlexW2129551629MaRDI QIDQ1926939

Xiaowei Chen

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.05.010

zbMATH Keywords

uncertainty theoryuncertain processstationary independent increment processvariation analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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