A Uniform Ergodic Theorem for Expectiles

We prove a uniform ergodic theorem for expectiles that implies the pointwise ergodic theorem in one special case. The converse is also true: we show that uniform convergence of expectile functions is implied by the pointwise ergodic theorem

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Year of publication:	2022
Authors:	Philipps, Collin
Publisher:	[S.l.] : SSRN

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Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2022 erstellt
Other identifiers:	10.2139/ssrn.4302891 [DOI]
Classification:	C0 - Mathematical and Quantitative Methods. General ; C21 - Cross-Sectional Models; Spatial Models ; c46
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014264594