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Limit Theory for Online Expectile Estimation under Short and Long Range Dependence

arXiv:2610.16030v1 Announce Type: new Abstract: Expectiles are tail-sensitive distributional summaries with important applications in financial risk measurement and forecasting, yet statistical theory for their online estimation from dependent data remains limited. We study a one-pass, stochastic-g…

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  1. 2026-10-14 04:00 · arXiv stat.ML
    Limit Theory for Online Expectile Estimation under Short and Long Range Dependence

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