Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (Q5177607): Difference between revisions

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+Guo-Dong Xing
@@ Property / author: Guo-Dong Xing / rank @@
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+Shan-chao Yang
@@ Property / author: Shan-chao Yang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2012.712190
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@@ Property / OpenAlex ID @@
+W2023537888
@@ Property / OpenAlex ID: W2023537888 / rank @@
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@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing''
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@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
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@@ Property / cites work @@
+On Strong Mixing Conditions for Stationary Gaussian Processes
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@@ Property / cites work @@
+Maximal inequalities for partial sums of \(\rho\)-mixing sequences
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