Wavelet estimation for derivative of a density in a GARCH-type model
DOI10.1080/03610926.2015.1044671zbMATH Open1367.62263OpenAlexW2325480350MaRDI QIDQ2979003FDOQ2979003
Authors: B. L. S. Prakasa Rao 
Publication date: 2 May 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1044671
Recommendations
- Wavelet estimation of a density in a GARCH-type model
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets
- Adaptive density estimation for general ARCH models
waveletsupper boundmean integrated squared errornon-parametric inferenceGARCH-type modelderivative of density estimation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Density estimation by wavelet thresholding
- Title not available (Why is that?)
- A theory for multiresolution signal decomposition: the wavelet representation
- Orthonormal bases of compactly supported wavelets
- Ten Lectures on Wavelets
- Wavelets on the interval and fast wavelet transforms
- Theory of function spaces II
- Large sample study of empirical distributions in a random-multiplicative censoring model
- Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
- Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods
- Large-sample study of the kernel density estimators under multiplicative censoring
- Wavelets and Dilation Equations: A Brief Introduction
- Multiplicative censoring: Density estimation by a series expansion approach
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Probability inequalities.
- Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions
- Wavelet based estimation of the derivatives of a density for a negatively associated process
- Practical estimation of multivariate densities using wavelet methods
- Wavelet based estimation for the derivative of a density by block thresholding under random censorship
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
- Wavelet estimation of a density in a GARCH-type model
Cited In (10)
- Wavelet estimation for derivative of a density in the presence of additive noise
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
- Wavelet estimation of a density in a GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets
- Title not available (Why is that?)
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- Wavelet estimation of function derivatives from a multichannel deconvolution model
- Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
This page was built for publication: Wavelet estimation for derivative of a density in a GARCH-type model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2979003)
