Font Size:
a
A
A
Keyword [asymptotic normality]
Result: 1 - 14 | Page: 1 of 1
1.
The Kernel Estimation Of Expected Shortfall Under The Statistic Orders
2.
Two-step Kernel Estimation Of Expected Shortfall For α-Mixing Time Series
3.
Bahadur Representation Of Kernel-type Nonparametric Estimato Of VaR Under α-Mixing Random Variables
4.
The Local Polynomial Method And Its Application In Semiparametric Conditional Moments
5.
The Asymptotic Properties Of CVaR Estimator Under ρ Mixing Sequences
6.
Bahadur Representation And Asymptotic Normality Of VaR Quantile Estimator Under Negatively Associated Conditions
7.
The Large Sample Properties Of CVaR Estimator Under α Mixing Series
8.
Analysis And Applications On Nonlinearity Of Financial Volatility
9.
Quantile Regression For Poisson Autoregressive Conditional Heteroskedasticity
10.
Penalized Generalized Estimating Equations For High-Dimensional Longitudinal Attribute Data Regression Analysis
11.
Self-weighted M-estimators For Random Coefficient Autoregressive Models
12.
Risk Measure Estimation For Long Memory Time Series Based On Expectiles
13.
Wavelet Methods Of Heteroscedastic Time Series Models With Trend Component
14.
Experience Rating And Their Applications Of Risk Premiums In Non-Life Insurance And Actuarial Science
<<First
<Prev Next>
Last>>
Jump to
