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D. Modha and E. Masry, “Minimum Complexity Regression Estimation with Weakly Dependent Observations,” IEEE Transactions on Information Theory, Vol. 42, No. 6, 1996, pp. 2133-2145. doi:10.1109/18.556602
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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