A Simple Risk-Adjusted Exponentially Weighted Moving Average

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Publication:5307690

DOI10.1198/016214506000001121zbMATH Open1284.62653OpenAlexW2007681875MaRDI QIDQ5307690FDOQ5307690


Authors: Olivia Grigg, David Spiegelhalter Edit this on Wikidata


Publication date: 18 September 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000001121




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