Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets (Q5079545)
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scientific article; zbMATH DE number 7533090
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| English | Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets |
scientific article; zbMATH DE number 7533090 |
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Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets (English)
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27 May 2022
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wavelets
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point-wise risk
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thresholding
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data-driven
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GARCH-type model
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0.8870011568069458
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0.854994535446167
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0.8485110998153687
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0.8286124467849731
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0.8272700905799866
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