On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (Q5078037)
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scientific article; zbMATH DE number 7529966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate |
scientific article; zbMATH DE number 7529966 |
Statements
On some inequalities for <i>ψ</i>-mixing sequences and its applications in conditional value-at-risk estimate (English)
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20 May 2022
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characteristic function inequality
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\( \psi \)-mixing sequences
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Berry-Esseen type bounds
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conditional value-at-risk estimator
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