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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Detection of the Change Point and Optimal Stopping Time by Using Control Charts on Energy Derivatives

AL, Cihan, Koroglu, Kubra January 2011 (has links)
No description available.
change point detection
optimal stopping time
shiryaev
shewhart
ewma
cusum
statistical process control
SPC
Financial Mathematics
changepoint detection
optimalstopping time
Shiryaev metod
Cusum metod
Ewma metod
Applied mathematics
Tillämpad matematik
Mathematical statistics
Matematisk statistik

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