Nonparametric volatility density estimation for discrete time models (Q4651100): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Strict stationarity of generalized autoregressive processes
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+Stationarity of GARCH processes and of some nonnegative time series
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+On the relation between GARCH and stable processes
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+Optimal Rates of Convergence for Deconvolving a Density
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+A consistent nonparametric density estimator for the deconvolution problem
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+Rates of convergence of some estimators in a class of deconvolution problems
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+Deconvolving kernel density estimators
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Multivariate probability density deconvolution for stationary random processes
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+Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
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+Strong consistency and rates for deconvolution of multivariate densities of stationary processes
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+Finite sample performance of deconvolving density estimators
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+A note on empirical processes of strong-mixing sequences
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+Probability density estimation from sampled data
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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