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Author:

Cao, Kaikai (Cao, Kaikai.) | Wei, Jingyi (Wei, Jingyi.)

Indexed by:

Scopus SCIE

Abstract:

Recently, Rao investigated the estimations for the derivative of a density in GARCH-type model S=sigma 2Z over L2-risk (Commun. Stat., Theory Methods 46:2396-2410, 2017). This paper extends those estimations to Lp-risk (1p<). In addition, we provide a lower bound for this model, which indicates one of our convergence rates to be nearly-optimal.

Keyword:

Besov spaces Wavelets Derivative GARCH-type model

Author Community:

  • [ 1 ] [Cao, Kaikai]Beijing Univ Technol, Dept Appl Math, Beijing, Peoples R China
  • [ 2 ] [Wei, Jingyi]Beijing Univ Technol, Dept Appl Math, Beijing, Peoples R China

Reprint Author's Address:

  • [Cao, Kaikai]Beijing Univ Technol, Dept Appl Math, Beijing, Peoples R China

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Source :

JOURNAL OF INEQUALITIES AND APPLICATIONS

ISSN: 1029-242X

Year: 2019

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

JCR Journal Grade:1

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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