Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848)
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scientific article; zbMATH DE number 5692743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions |
scientific article; zbMATH DE number 5692743 |
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Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (English)
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14 April 2010
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VaR
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kernel quantile estimator
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\(\alpha \)-mixing
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Bahadur representation
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strong consistency
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mean square error
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