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

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+Multiplicative censoring: Density estimation by a series expansion approach
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
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+On minimax wavelet estimators
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+Consistent deconvolution in density estimation
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Wavelet deconvolution
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+Conditions for linear processes to be strong-mixing
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