Pages that link to "Item:Q6107578"
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The following pages link to Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (Q6107578):
Displaying 3 items.
- On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables (Q935827) (← links)
- Moments of the maximum of normed partial sums of \(\rho^-\)-mixing random variables (Q981095) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)