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Statistical evaluation of a long-memory process using the generalized entropic value-at-risk - MaRDI portal

Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659)

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scientific article; zbMATH DE number 7933676
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Statistical evaluation of a long-memory process using the generalized entropic value-at-risk
scientific article; zbMATH DE number 7933676

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    Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (English)
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    28 October 2024
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    bounds of statistics
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    gradient descent
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    long-memory process
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    streamflow
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    Tsallis value-at-risk
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