Marginal expected shortfall risk measure for time series

DOI10.1007/S11203-025-09334-9MaRDI QIDQ6878831zbMATH OpenFDO

Authors Yuri Goegebeur, Armelle Guillou, Jing Qin

Publication date 5 January 2026

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

bootstraptime seriesempirical processextreme value theorymarginal expected shortfallmixing

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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