Distributional Properties of CUSUM Stopping Times (Q3543505)

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Distributional Properties of CUSUM Stopping Times
scientific article

    Statements

    title
    Distributional Properties of CUSUM Stopping Times (English)
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    author
    Rasul A. Khan
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    publication date
    4 December 2008
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    zbMATH Keywords
    cumulative sum (CUSUM)
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    generating function
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    geometric
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    Laplace distribution
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    stopping time
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    trading securities
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62L15
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    62P30
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    62P05
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    62L99
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    zbMATH DE Number
    5377316
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    OpenAlex ID
    W2154303885
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