Wavelet estimation of a density in a GARCH-type model (Q5299063)
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scientific article; zbMATH DE number 6180703
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| 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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0.9247189164161682
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0.9120483994483948
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0.8870011568069458
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0.8648197650909424
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0.8292091488838196
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