Wavelet estimation of a density in a GARCH-type model
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Publication:5299063
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Cites work
- A note on wavelet density deconvolution for weakly dependent data
- Adaptive density estimation for general ARCH models
- Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Adaptive wavelet estimator for nonparametric density deconvolution
- Conditions for linear processes to be strong-mixing
- Consistent deconvolution in density estimation
- Density estimation by wavelet thresholding
- Large sample study of empirical distributions in a random-multiplicative censoring model
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
- Minimum complexity regression estimation with weakly dependent observations
- Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
- Multiplicative censoring: Density estimation by a series expansion approach
- Multivariate probability density deconvolution for stationary random processes
- On adaptive wavelet estimation of a derivative and other related linear inverse problems
- On minimax wavelet estimators
- On the optimal rates of convergence for nonparametric deconvolution problems
- Penalized contrast estimator for adaptive density deconvolution
- Rates of convergence for nonparametric deconvolution
- Stein block thresholding for image denoising
- Wavelet deconvolution
- Wavelets on the interval and fast wavelet transforms
Cited in
(14)- Adaptive density estimation for general ARCH models
- Root-\(T\) consistent density estimation in GARCH models
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
- Nonparametric density and survival function estimation in the multiplicative censoring model
- Wavelet estimation for derivative of a density in the presence of additive noise
- Wavelet estimation for derivative of a density in a GARCH-type model
- scientific article; zbMATH DE number 5578022 (Why is no real title available?)
- Laguerre and Hermite bases for inverse problems
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- Adaptive estimation of the hazard rate with multiplicative censoring
- 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
- -Almost sure convergence for multivariate probability density estimate from dependent observations
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