典型文献
ADAPTIVE AND OPTIMAL POINT-WISE ESTIMATIONS FOR DENSITIES IN GARCH-TYPE MODEL BY WAVELETS
文献摘要：
This paper considers adaptive point-wise estimations of density functions in GARCH-type model under the local H(o)lder condition by wavelet methods.A point-wise lower bound estimation of that model is first investigated;then we provide a linear wavelet estimate to obtain the optimal convergence rate,which means that the convergence rate coincides with the lower bound.The non-linear wavelet estimator is introduced for adaptivity,although it is nearly-optimal.However,the non-linear wavelet one depends on an upper bound of the smoothness index of unknown functions,we finally discuss a data driven version without any assumptions on the estimated functions.
文献关键词：
中图分类号：
作者姓名：
Cong Wu;Jinru Wang;Xiaochen Zeng
作者机构：
College of Mathematics,Faculty of Science,Beijing University of Technology,Beijing 100124,China
文献出处：
引用格式：
[1]Cong Wu;Jinru Wang;Xiaochen Zeng-.ADAPTIVE AND OPTIMAL POINT-WISE ESTIMATIONS FOR DENSITIES IN GARCH-TYPE MODEL BY WAVELETS)[J].计算数学（英文版）,2022(01):108-126
A类：
ADAPTIVE,OPTIMAL,POINT,ESTIMATIONS,DENSITIES,WAVELETS
B类：
AND,WISE,FOR,GARCH,TYPE,MODEL,BY,This,paper,considers,adaptive,point,wise,estimations,density,functions,type,model,under,local,lder,condition,by,wavelet,methods,lower,bound,that,first,investigated,then,provide,linear,obtain,optimal,convergence,rate,which,means,coincides,estimator,introduced,adaptivity,although,nearly,However,one,depends,upper,smoothness,unknown,finally,discuss,data,driven,version,without,any,assumptions,estimated
AB值：
0.558348
相似文献
机标中图分类号，由域田数据科技根据网络公开资料自动分析生成，仅供学习研究参考。
