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A. Cohen, I. Daubechies, B. Jawerth and P. Vial, “Wavelets on the Interval and Fast Wavelet Transforms,” Applied and Computational Harmonic Analysis, Vol. 24, No. 1, 1993, pp. 54-81. doi:10.1006/acha.1993.1005

has been cited by the following article:

• TITLE: Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution

  AUTHORS: Mohammad Abbaszadeh, Mahdi Emadi

  KEYWORDS: Density Estimation; GARCH Model; Weighted Distribution; Wavelets; Statistical Evidences; Strongly Mixing

  JOURNAL NAME: Applied Mathematics, Vol.4 No.2, February 28, 2013

  ABSTRACT: We consider n observations from the GARCH-type model: Z = UY, where U and Y are independent random variables. We aim to estimate density function Y where Y have a weighted distribution. We determine a sharp upper bound of the associated mean integrated square error. We also make use of the measure of expected true evidence, so as to determine when model leads to a crisis and causes data to be lost.