Adaptive wavelet estimations for the derivative of a density in GARCH-type model
Abstract Recently, Rao investigated the estimations for the derivative of a density in GARCH-type model S=σ2Z $S=\sigma ^{2}Z$ over L2 $L^{2}$-risk (Commun. Stat., Theory Methods 46:2396–2410, 2017). This paper extends those estimations to Lp $L^{p}$-risk ( 1≤p<∞ $1\leq p<\infty $). In additio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-04-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-019-2056-0 |