The least squares estimator of random variables under convex operators on LF∞(μ) space-Reference-Cited by-同舟云学术

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The least squares estimator of random variables under convex operators on LF∞(μ) space

Published:2022-02 Issue: Volume:181 Page:109268
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Sun Chuanfeng,Ji Shaolin,Kong Chuiliu

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Natural Science Foundation of Shandong Province

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. Coherent measures of risk;Artzner;Math. Finance,1999

2. Coherent multiperiod risk adjusted values and Bellman’s principle;Artzner;Ann. Oper. Res.,2007

3. Ambiguity, risk, and asset returns in continuous time;Chen;Econometrica,2002

4. Representation of the penalty term of dynamic concave utilities;Delbaen;Financ. Stoch.,2010

5. Minimax theorems;Fan;Proc. Natl. Acad. Sci. USA,1953

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