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math.ST2006
Adaptive density estimation for general ARCH models
Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin
We consider a model in which is not independent of the noise process , but is independent of for each . We assume that is…
math.ST2006
Adaptive density deconvolution with dependent inputs
Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin
In the convolution model , we give a model selection procedure to estimate the density of the unobserved variables , when the sequence $…