Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (Q5177607): Difference between revisions
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scientific article; zbMATH DE number 6414167
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English | Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples |
scientific article; zbMATH DE number 6414167 |
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Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (English)
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13 March 2015
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conditional value-at-risk estimate
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strong consistency
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\(\varphi\)-mixing samples
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