Wavelet Estimation of a Density in a GARCH-type Model-Reference-Cited by-同舟云学术

Wavelet Estimation of a Density in a GARCH-type Model

Published:2013-01 Issue:1 Volume:42 Page:98-117
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Chesneau Christophe

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610926.2011.575516

Reference31 articles.

1. Abbaszadeh , M. , Doosti , H. , Gachpazan , M. ( 2010 ). Density estimation by wavelets under multiplicative censoring.PreprintFerdowsi University .

2. Multiplicative censoring: density estimation by a series expansion approach

3. Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model

4. Adaptive wavelet estimation: a block thresholding and oracle inequality approach

5. On adaptive wavelet estimation of a derivative and other related linear inverse problems

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2. Adaptive wavelet estimations for the derivative of a density in GARCH-type model;Journal of Inequalities and Applications;2019-04-18

3. Wavelet estimation for derivative of a density in the presence of additive noise;Brazilian Journal of Probability and Statistics;2018-11-01

4. Laguerre and Hermite bases for inverse problems;Journal of the Korean Statistical Society;2018-09

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