Adaptive estimation of linear functionals in the convolution model and applications

Bernoulli

Volumn 15, Issue 1, 2009, Pages 69-98

  Butucea, Cristina ^a   Comte, Fabienne ^b  

^a UNIVERSITÉ LILLE 1   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Adaptive density estimation; ARCH models; Deconvolution; Linear functionals; Model selection; Penalized contrast; Stochastic volatility model

Indexed keywords

EID: 62749090971     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/08-BEJ146     Document Type: Article

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