Nonstationary Z-score measures
From MaRDI portal
Publication:1753443
DOI10.1016/j.ejor.2016.12.001zbMath1402.91921WikidataQ57539166 ScholiaQ57539166MaRDI QIDQ1753443
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/29364753/Z_score_latex.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures