Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses
نویسندگان: ثبت نشده
چکیده مقاله:
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.
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wavelet based estimation of the derivatives of a density for a discrete-time stochastic process: lp-losses
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عنوان ژورنال
دوره 17 شماره 1
صفحات -
تاریخ انتشار 2006-03-01
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