具有相依退化率和波动性以及时变均值-方差比的广义维纳过程
A generalized Wiener process with dependent degradation rate and volatility and time-varying mean-to-variance ratio
Reliability Engineering and System Safety · 2021
被引 33
ABS 3
- Shirong Zhou
- Yincai Tang 通讯
- Ancha Xu 通讯
金融计量随机过程退化建模统计推断