Sequential hypothesis testing in machine learning, and crude oil price jump size detection (Q4994675)
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scientific article; zbMATH DE number 7361325
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| English | Sequential hypothesis testing in machine learning, and crude oil price jump size detection |
scientific article; zbMATH DE number 7361325 |
Statements
Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (English)
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21 June 2021
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Lévy processes
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hypothesis test
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machine learning
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crude oil price
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Barndorff-Nielsen \& Shephard model
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0.7056199908256531
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0.6901620030403137
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0.6821997165679932
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0.6678999662399292
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0.6603953242301941
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