Indexed by:
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:
Reprint Author's Address:
Email:
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
Affiliated Colleges: