Testing for changes in (extreme) VaR (Q5093948)
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scientific article; zbMATH DE number 7565907
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for changes in (extreme) VaR |
scientific article; zbMATH DE number 7565907 |
Statements
Testing for changes in (extreme) VaR (English)
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2 August 2022
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change point test
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functional central limit theorem
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\(\beta\)-mixing
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tail index estimator
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VaR
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