Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (Q6107578)
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scientific article; zbMATH DE number 7706289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator |
scientific article; zbMATH DE number 7706289 |
Statements
Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (English)
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3 July 2023
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maximal moment inequalities
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\(\rho\)-mixing
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conditional value-at-risk
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strong consistency
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convergence rate
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0.9177615
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0.9152378
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0.8999599
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0.8921982
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