The Asymptotic Properties of CVaR Estimator under ρ Mixing Sequences

Zhong De LUO, Shan Chao YANG

Acta Mathematica Sinica, Chinese Series ›› 2013, Vol. 56 ›› Issue (6) : 851-870.

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Acta Mathematica Sinica, Chinese Series ›› 2013, Vol. 56 ›› Issue (6) : 851-870. DOI: 10.12386/A2013sxxb0083
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The Asymptotic Properties of CVaR Estimator under ρ Mixing Sequences

  • Zhong De LUO1, Shan Chao YANG2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2013, 56(6): 851-870 https://doi.org/10.12386/A2013sxxb0083

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