Wavelet estimation for derivative of a density in a GARCH-type model (Q2979003)
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scientific article; zbMATH DE number 6710429
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| English | Wavelet estimation for derivative of a density in a GARCH-type model |
scientific article; zbMATH DE number 6710429 |
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Wavelet estimation for derivative of a density in a GARCH-type model (English)
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2 May 2017
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derivative of density estimation
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GARCH-type model
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mean integrated squared error
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non-parametric inference
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upper bound
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wavelets
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0.9120483994483948
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0.8876971006393433
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0.8563937544822693
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0.8286124467849731
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0.7591404318809509
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