Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925)
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scientific article; zbMATH DE number 7491692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case |
scientific article; zbMATH DE number 7491692 |
Statements
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (English)
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17 March 2022
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average value-at-risk
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conditional value-at-risk
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expected shortfall
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superquantiles
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stationary sequences
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mixing sequences
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