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"Loss function-based change point detection in risk measures."

Emese Lazar, Shixuan Wang, Xiaohan Xue (2023)

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DOI: 10.1016/J.EJOR.2023.03.033

access: open

type: Journal Article

metadata version: 2023-09-12

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  - journals/eor/LazarWX23
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  - https://dblp.org/rec/journals/eor/LazarWX23
Emese Lazar, Shixuan Wang, Xiaohan Xue:
Loss function-based change point detection in risk measures. Eur. J. Oper. Res. 310(1): 415-431 (2023)

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