ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012): Difference between revisions

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+On the optimal rates of convergence for nonparametric deconvolution problems
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Augmented GARCH\((p,q)\) process and its diffusion limit
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+Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
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+Deconvolution of supersmooth densities with smooth noise
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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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+Generalized autoregressive conditional heteroscedasticity
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+How many bins should be put in a regular histogram
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+Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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+Nonparametric volatility density estimation for discrete time models
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+A LARCH(∞) Vector Valued Process
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+New dependence coefficients. Examples and applications to statistics
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+On the relation between GARCH and stable processes
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+Finite sample penalization in adaptive density deconvolution
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+β-mixing and moment properties of RCA models with application to GARCH(p,q)
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+Sharp Optimality in Density Deconvolution with Dominating Bias. II
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+Sharp Optimality in Density Deconvolution with Dominating Bias. I
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+Adaptive wavelet estimator for nonparametric density deconvolution
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+Q3995454
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+On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models
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+Adaptive estimation of the transition density of a particular hidden Markov chain
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+Concentration around the mean for maxima of empirical processes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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