Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925)

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scientific article; zbMATH DE number 7491692
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Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case
scientific article; zbMATH DE number 7491692

    Statements

    Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (English)
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    17 March 2022
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    average value-at-risk
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    conditional value-at-risk
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    expected shortfall
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    superquantiles
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    stationary sequences
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    mixing sequences
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