Predictive Ratio Cusum (PRC)_ A Bayesian Approach in Online Change Point Detection of Short Runs
Μήνας: Απρίλιος 2024
Διαδικτυακή ομιλία του Dr. Apostolos Papaioannou, Reader in Actuarial and Financial Mathematics, Department of Mathematical Sciences, University of Liverpool
Lévy Processes Refracted at Poisson Arrival Times