WAVELET LINEAR DENSITY ESTIMATION FOR A GARCH MODEL UNDER VARIOUS DEPENDENCE STRUCTURES

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

CHESNEAU CHRISTOPHE; DOOSTI HASSAN

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS) Year:2012 | Volume:11 | Issue:1 Page(s): 1-21

Download Full-Text

Persian Verion

View:

608

Download:

130

Cites:

Information Journal Paper

Title

WAVELET LINEAR DENSITY ESTIMATION FOR A GARCH MODEL UNDER VARIOUS DEPENDENCE STRUCTURES

Author(s)

CHESNEAU CHRISTOPHE | DOOSTI HASSAN | Issue Writer Certificate

Keywords

DEPENDENT SEQUENCEQ4

GARCH MODELSQ4

LINEAR ESTIMATORQ4

RATE OF CONVERGENCEQ4

WAVELETSQ4

Abstract

We consider n observations from the GARCH-type model: S = s2 Z, where s2 and Z are independent random variables. We develop a new wavelet LINEAR ESTIMATOR of the unknown density of s2 under four different dependence structures: the strong mixing case, the b-mixing case, the pairwise positive quadrant case and the r-mixing case. Its asymptotic mean integrated squared error properties are explored. In each case, we prove that it attains a fast RATE OF CONVERGENCE.

Cites

No record.

References

No record.

Cite

APA: Copy

CHESNEAU, CHRISTOPHE, & DOOSTI, HASSAN. (2012). WAVELET LINEAR DENSITY ESTIMATION FOR A GARCH MODEL UNDER VARIOUS DEPENDENCE STRUCTURES. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 11(1), 1-21. SID. https://sid.ir/paper/117858/en

Vancouver: Copy

CHESNEAU CHRISTOPHE, DOOSTI HASSAN. WAVELET LINEAR DENSITY ESTIMATION FOR A GARCH MODEL UNDER VARIOUS DEPENDENCE STRUCTURES. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2012;11(1):1-21. Available from: https://sid.ir/paper/117858/en

IEEE: Copy

CHRISTOPHE CHESNEAU, and HASSAN DOOSTI, “WAVELET LINEAR DENSITY ESTIMATION FOR A GARCH MODEL UNDER VARIOUS DEPENDENCE STRUCTURES,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 11, no. 1, pp. 1–21, 2012, [Online]. Available: https://sid.ir/paper/117858/en

Related Journal Papers