Approximating sums of products of dependent random variables (Q2006751)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximating sums of products of dependent random variables |
scientific article; zbMATH DE number 7259049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating sums of products of dependent random variables |
scientific article; zbMATH DE number 7259049 |
Statements
Approximating sums of products of dependent random variables (English)
0 references
12 October 2020
0 references
convergence of submartingales
0 references
time series approximation
0 references
sums of products of random variables
0 references
maximal inequalities
0 references
value-at-risk
0 references
0 references
