Statistical evaluation of a long-memory process using the generalized entropic value-at-risk
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Publication:6626659
DOI10.1002/ENV.2838zbMATH Open1548.62535MaRDI QIDQ6626659
Yumi Yoshioka, Hidekazu Yoshioka
Publication date: 28 October 2024
Published in: Environmetrics (Search for Journal in Brave)
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