Data-based optimal smoothing of a wavelet density estimator
نویسندگان
چکیده
منابع مشابه
Wavelet Density Estimator for Stochastic Processes
Let (X t) be a stictly stationary stochastic process (in continuous or discrete time). We are to estimate the density f of X t on the basis of discrete observations (X i); i = 1; :::; N using a \linear" wavelet estimator. For the continuous time process (X t); 0 t T those observations are the result of a regular discretization of the continuous time trajectory. We provide an adaptive version of...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1997
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(97)00129-5