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

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scientific article; zbMATH DE number 6414167
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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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