2024-03-28T20:25:48Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7205558
2020-05-27T15:26:50Z
62
Syuhada, Khreshna
2020
7205558
English
Hindawi, New York, NY
https://zbmath.org/07205558
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J. Probab. Stat. 2020, Article ID 7638517, 5 p. (2020).
62P05; 62M10
The improved value-at-risk for heteroscedastic processes and their coverage probability
j