Wavelet linear density estimation for a GARCH model under various dependence structures (Q4906613)
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scientific article; zbMATH DE number 6139742
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| English | Wavelet linear density estimation for a GARCH model under various dependence structures |
scientific article; zbMATH DE number 6139742 |
Statements
28 February 2013
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dependent sequence
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GARCH models
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linear estimator
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rate of convergence
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wavelets
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0.9247189164161682
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0.8563937544822693
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0.8272700905799866
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0.8199167251586914
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