ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
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Publication:3551012
DOI10.1017/S026646660808064XzbMath1277.62103arXivmath/0609745MaRDI QIDQ3551012
Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker
Publication date: 8 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609745
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)
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