Wavelet estimation for derivative of a density in a GARCH-type model
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Publication:2979003
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Cites work
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- Large-sample study of the kernel density estimators under multiplicative censoring
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- Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
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- Practical estimation of multivariate densities using wavelet methods
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- Wavelet based estimation for the derivative of a density by block thresholding under random censorship
- Wavelet based estimation of the derivatives of a density for a negatively associated process
- Wavelet estimation of a density in a GARCH-type model
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions
- Wavelets and Dilation Equations: A Brief Introduction
- Wavelets on the interval and fast wavelet transforms
Cited in
(10)- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus
- 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 estimation for derivative of a density in the presence of additive noise
- scientific article; zbMATH DE number 5578022 (Why is no real title available?)
- Wavelet estimation of function derivatives from a multichannel deconvolution 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
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