Adaptive and optimal point-wise estimations for densities in GARCH-type model by wavelets
DOI10.4208/JCM.2007-M2020-0109zbMATH Open1499.42162OpenAlexW3214789697MaRDI QIDQ5079545FDOQ5079545
Authors: Cong Wu, Jinru Wang, Xiaochen Zeng 
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jcm.2007-m2020-0109
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cites Work
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- Wavelet estimation for derivative of a density in a GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Wavelet adaptive pointwise density estimations with super-smooth noises
- Point-wise estimation for anisotropic densities
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- A pointwise lower bound for generalized deconvolution density estimation
Cited In (6)
- Wavelet estimation of a density in a GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Wavelet estimation for derivative of a density in a GARCH-type model
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- Wavelet adaptive pointwise density estimations with super-smooth noises
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
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