Wavelet Estimation of a Density in a GARCH-type Model (Q5299063)
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scientific article; zbMATH DE number 6180703
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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