Pages that link to "Item:Q5383672"
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The following pages link to Distribution kernel estimator of VaR and its applications for mixing sequences (Q5383672):
Displaying 4 items.
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Efficiency of the smoothed VaR estimator in financial risk management (Q2886652) (← links)