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Y. Davydov, “The Invariance Principle for Stationary Processes,” Theory of Probability & Its Applications, Vol. 15, No. 3, 1970, pp. 498-509. doi:10.1137/1115050
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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