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

@@ Property / author @@
-Guo-Dong Xing
@@ Property / author: Guo-Dong Xing / rank @@
-Normal rank
@@ Property / author @@
-Shan-chao Yang
@@ Property / author: Shan-chao Yang / rank @@
-Normal rank
@@ Property / author @@
+Guo-Dong Xing
@@ Property / author: Guo-Dong Xing / rank @@
+Normal rank
@@ Property / author @@
+Shan-chao Yang
@@ Property / author: Shan-chao Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2012.712190
+Normal rank
@@ Property / OpenAlex ID @@
+W2023537888
@@ Property / OpenAlex ID: W2023537888 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing''
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+On Strong Mixing Conditions for Stationary Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Maximal inequalities for partial sums of \(\rho\)-mixing sequences
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5177607