Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets
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Publication:5079545
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Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- A pointwise lower bound for generalized deconvolution density estimation
- Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- Density estimation by wavelet thresholding
- Large sample study of empirical distributions in a random-multiplicative censoring model
- Large-sample study of the kernel density estimators under multiplicative censoring
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
- Multiplicative censoring: Density estimation by a series expansion approach
- Multiplicative censoring: estimation of a density and its derivatives under the \(L_p\)-risk
- On adaptive minimax density estimation on \(\mathbb R^d\)
- Point-wise estimation for anisotropic densities
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- Wavelet adaptive pointwise density estimations with super-smooth noises
- Wavelet estimation for derivative of a density in a GARCH-type model
- Wavelet estimation of a density in a GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Wavelet optimal estimations for a density with some additive noises
- Wavelets, approximation, and statistical applications
Cited in
(6)- Wavelet estimation of a density in a GARCH-type model
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
- Wavelet estimation for derivative of a density in a GARCH-type model
- Wavelet adaptive pointwise density estimations with super-smooth noises
- 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
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