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Keyword [α-Mixing]
Result: 1 - 7 | Page: 1 of 1
1.
The Kernel Estimation Of Expected Shortfall Under The Statistic Orders
2.
Some Properties Of Kernel Estimation Of Value At Risk For ρ-mixing Financial Time Series
3.
Two-step Kernel Estimation Of Expected Shortfall For α-Mixing Time Series
4.
Bahadur Representation Of Kernel-type Nonparametric Estimato Of VaR Under α-Mixing Random Variables
5.
Mean Square Error And Optimal Bandwidth Of Kernel-type Quantile Estimator For Value At Risk Under ρ-mixing Assumption
6.
The Asymptotic Properties Of CVaR Estimator Under ρ Mixing Sequences
7.
The Large Sample Properties Of CVaR Estimator Under α Mixing Series
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