Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets (Q5079545)
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scientific article; zbMATH DE number 7533090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets |
scientific article; zbMATH DE number 7533090 |
Statements
Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets (English)
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27 May 2022
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wavelets
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point-wise risk
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thresholding
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data-driven
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GARCH-type model
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