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

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

Bibliographic Details
Main Authors: AL, Cihan, Koroglu, Kubra
Format: Others
Language:English
Published: Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab) 2011
Subjects:
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
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-17371

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-17371

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