Sequential sampling for CGMY processes via decomposition of their time changes
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhang, Chengwei ; Zhang, Zhiyuan |
| Published in: |
Naval Research Logistics (NRL). - Wiley, ISSN 0894-069X, ZDB-ID 1465691-7. - Vol. 65.2018, 6-7 (23.12.), p. 522-534
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/nav.21821 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012084228