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RecordNumber
152
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CallNo
152A
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Author
Chesneau, Christophe
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Crop_Body
Christophe Chesneau, Hassan Doosti
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Title of Article
wavelet linear density estimation for a GARCH model under various dependence structures
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Title Of Periodical
پژوهشنامه انجمن آمار ايران (journal of the Iranian statistical society)
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ISSN
17264057
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PublishInfo
تهران :انجمن آمار ايران ،1391(2012)
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Month
فروردين (March)
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Volum
11
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SerialNumber
1
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Page
1-21
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English Descriptors
dependent sequence , GARCH models , linear estimator , rate of convergence , wavelets
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Link To Document :