Pages that link to "Item:Q5078037"
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The following pages link to On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037):
Displaying 3 items.
- Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (Q6107578) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097) (← links)