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Wavelet estimation for derivative of a density in a GARCH-type model |
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| Authors: | B.L.S. Prakasa Rao |
| Affiliation: | CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad, Telengana, India |
| Abstract: | |
| Keywords: | Derivative of density estimation GARCH-type model Mean integrated squared error Non-parametric inference Upper bound Wavelets. |