Open AccessAdaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets
Author(s) -
Cong Wu
Publication year - 2022
Publication title -
journal of computational mathematics/journal of computational mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.559
H-Index - 38
eISSN - 1991-7139
pISSN - 0254-9409
DOI - 10.4208/jcm.2007-m2020-0109
Subject(s) - wavelet , autoregressive conditional heteroskedasticity , type (biology) , point (geometry) , mathematics , econometrics , computer science , artificial intelligence , geology , volatility (finance) , geometry , paleontology