Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples

2014 
In this article, we investigate the strong consistency of conditional value-at-risk estimate for ϕ −mixing samples under mild conditions. Moreover, the corresponding strong consistency rate is also obtained.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    10
    References
    3
    Citations
    NaN
    KQI
    []