Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series

Elias Masry

Stochastic Processes and their Applications, 1997, vol. 67, issue 2, 177-193

Abstract: The estimation of the multivariate probability density functions f(x1, ... , xd), d >= 1, of a stationary random process {Xi} using wavelet methods is considered. Uniform rates of almost sure convergence over compact subsets of d for densities in the Besov space Bspq are established for strongly mixing processes.

Keywords: Probability; density; estimation; Wavelet; method; Besov; spaces; Rates; of; strong; convergence; Strongly; mixing; processes (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (7)

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