Wavelet estimation for derivative of a density in a GARCH-type model
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Publication:2979003
DOI10.1080/03610926.2015.1044671zbMath1367.62263OpenAlexW2325480350MaRDI QIDQ2979003
Publication date: 2 May 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1044671
waveletsupper boundmean integrated squared errornon-parametric inferenceGARCH-type modelderivative of density estimation
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (5)
Wavelet estimation for derivative of a density in the presence of additive noise ⋮ 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 needlet estimation for partial derivatives of a probability density function on the d -torus ⋮ Wavelet estimation of function derivatives from a multichannel deconvolution model
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