wavelet based estimation of the derivatives of a density for a discrete-time stochastic process: lp-losses
نویسندگان
چکیده
we propose a method of estimation of the derivatives of probability density based on wavelets methods for a sequence of random variables with a common one-dimensional probability density function and obtain an upper bound on lp-losses for such estimators. we suppose that the process is strongly mixing and we show that the rate of convergence essentially depends on the behavior of a special quadratic characteristic.
منابع مشابه
Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses
We propose a method of estimation of the derivatives of probability density based on wavelets methods for a sequence of random variables with a common one-dimensional probability density function and obtain an upper bound on Lp-losses for such estimators. We suppose that the process is strongly mixing and we show that the rate of convergence essentially depends on the behavior of a special quad...
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عنوان ژورنال:
journal of sciences islamic republic of iranجلد ۱۷، شماره ۱، صفحات ۰-۰
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