Detection of changes in a random financial sequence with a stable distribution (Q5123599)
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scientific article; zbMATH DE number 7252495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of changes in a random financial sequence with a stable distribution |
scientific article; zbMATH DE number 7252495 |
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Detection of changes in a random financial sequence with a stable distribution (English)
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29 September 2020
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logarithmic moment estimators
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multi-CUSUM charts
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detection of changes
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random sequence with stable distribution
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