期刊名称:Actual Problems of Automation and Information Technology
印刷版ISSN:2312-119X
电子版ISSN:2313-5301
出版年度:2013
期号:17
页码:10
语种:
出版社:Oles Honchar Dnipropetrovsk National University
摘要:The distribution formed by change-points of financial quotes time series has been reviewed. Possibilities of its estimation using parametric and non-parametric approach have been analyzed.