P. Doukhan, “Mixing Properties and Examples,” Lecture Notes in Statistics 85, Springer Verlag, New York, 1994. - References - Scientific Research Publishing

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P. Doukhan, “Mixing Properties and Examples,” Lecture Notes in Statistics 85, Springer Verlag, New York, 1994.

has been cited by the following article:

TITLE: Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution

AUTHORS: Mohammad Abbaszadeh, Mahdi Emadi

KEYWORDS: Density Estimation; GARCH Model; Weighted Distribution; Wavelets; Statistical Evidences; Strongly Mixing

JOURNAL NAME: Applied Mathematics, Vol.4 No.2, February 28, 2013

ABSTRACT: We consider n observations from the GARCH-type model: Z = UY, where U and Y are independent random variables. We aim to estimate density function Y where Y have a weighted distribution. We determine a sharp upper bound of the associated mean integrated square error. We also make use of the measure of expected true evidence, so as to determine when model leads to a crisis and causes data to be lost.

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