收录:
摘要:
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.
关键词:
通讯作者信息:
电子邮件地址: