Wavelet Estimation of a Density in a GARCH-type Model
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Publication:5299063
DOI10.1080/03610926.2011.575516zbMath1298.62061OpenAlexW2076757728MaRDI QIDQ5299063
Publication date: 25 June 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.575516
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items
Wavelet estimation for derivative of a density in the presence of additive noise, Laguerre and Hermite bases for inverse problems, Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m, Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets, Nonparametric density and survival function estimation in the multiplicative censoring model, Wavelet estimation for derivative of a density in a GARCH-type model, -Almost sure convergence for multivariate probability density estimate from dependent observations, Adaptive estimation of the hazard rate with multiplicative censoring, A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence, Adaptive wavelet estimations for the derivative of a density in GARCH-type model
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