Pages that link to "Item:Q5367295"
From MaRDI portal
The following pages link to The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences (Q5367295):
Displaying 3 items.
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037) (← links)
