Density Estimation by Wavelet Thresholding From Observations of Almost Periodically Correlated Processes under Weak Dependence

Moussa Koné, Vincent Monsan and Sylvestre Placide Ekra

International Journal of Statistics and Probability, 2025, vol. 14, issue 3, 73

Abstract: In this article, we construct an adaptive wavelet thresholding estimator for the density in a finite mixture model. Our sample is drawn from an almost periodically correlated process under a weak dependence assumption. We assess the asymptotic performance of our estimator by establishing an upper bound for the integrated mean squared error over a Besov ball.

Date: 2025
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