Wavelet Estimation of a Density in a GARCH-type Model (Q5299063): Difference between revisions

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Latest revision as of 13:28, 6 July 2024

scientific article; zbMATH DE number 6180703
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English
Wavelet Estimation of a Density in a GARCH-type Model
scientific article; zbMATH DE number 6180703

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    Wavelet Estimation of a Density in a GARCH-type Model (English)
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    25 June 2013
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    adaptive density estimation
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    GARCH models
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    hard thresholding
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    rate of convergence
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    wavelets
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