The least squares estimator of random variables under sublinear expectations
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Publication:2408605
DOI10.1016/j.jmaa.2017.02.020zbMath1376.62042OpenAlexW2590053286MaRDI QIDQ2408605
Publication date: 12 October 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.02.020
conditional expectation\(g\)-expectationleast squares estimatorcoherent risk measuresublinear expectation
Statistical methods; risk measures (91G70) Linear inference, regression (62J99) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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