Adaptive estimation of linear functionals in the convolution model and applications
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Publication:605847
DOI10.3150/08-BEJ146zbMath1200.62022arXiv0902.1443MaRDI QIDQ605847
Cristina Butucea, Fabienne Comte
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.1443
model selectionARCH modelsdeconvolutionlinear functionalsadaptive density estimationstochastic volatility modelpenalized contrast
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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