Approximating sums of products of dependent random variables (Q2006751)
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scientific article; zbMATH DE number 7259049
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| English | Approximating sums of products of dependent random variables |
scientific article; zbMATH DE number 7259049 |
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Approximating sums of products of dependent random variables (English)
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12 October 2020
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convergence of submartingales
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time series approximation
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sums of products of random variables
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maximal inequalities
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value-at-risk
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0.7619561553001404
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0.7458010315895081
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0.7446542978286743
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0.735360324382782
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