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Q3600722 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Chiu Min Wong
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    Song Xi Chen
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    publication date
    5 February 2009
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    zbMATH Keywords
    alpha-mixing
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    empirical likelihood
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    kernel smoothing
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    quantile
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    value-at-risk
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    AR(2) model
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62G15
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    62G30
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    62M09
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    62E20
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    zbMATH DE Number
    5503181
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