The asymptotic properties of CVaR estimator under \(\rho\) mixing sequences (Q2926717)
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scientific article; zbMATH DE number 6363803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic properties of CVaR estimator under \(\rho\) mixing sequences |
scientific article; zbMATH DE number 6363803 |
Statements
3 November 2014
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strong consistency
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asymptotic normality
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convergence rate
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\(\rho\) mixing sequences
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The asymptotic properties of CVaR estimator under \(\rho\) mixing sequences (English)
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