Real-time financial surveillance via quickest change-point detection methods-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Real-time financial surveillance via quickest change-point detection methods

Published:2017 Issue:1 Volume:10 Page:93-106
ISSN:1938-7989
Container-title:Statistics and Its Interface
language:en
Short-container-title:

Author:

Pepelyshev Andrey¹,Polunchenko Aleksey S.²

Affiliation:

1. Faculty of Mathematics, St. Petersburg State University, Peterhof, St. Petersburg, Russia; and School of Mathematics, Cardiff University, Cardiff, Wales, United Kingdom

2. Department of Mathematical Sciences, State University of New York, Binghamton, N.Y., U.S.A.

Publisher

International Press of Boston

Subject

Applied Mathematics,Statistics and Probability

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Change Point Detection of INGARCH Models Based on Likelihood Ratio Scanning Method;Computer Science and Application;2024

2. A Least Squares Estimator for Gradual Change-Point in Time Series with m-Asymptotically Almost Negatively Associated Errors;Axioms;2023-09-20

3. Ratio Test for Mean Changes in Time Series with Heavy-Tailed AR(p) Noise Based on Multiple Sampling Methods;Mathematics;2023-09-20

4. Online non-parametric changepoint detection with application to monitoring operational performance of network devices;Computational Statistics & Data Analysis;2023-01

5. A Fast Initial Response Approach to Sequential Financial Surveillance;Communications in Computer and Information Science;2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP