Probability density estimation from dependent observations using wavelets orthonormal bases

Elias Masry

Statistics & Probability Letters, 1994, vol. 21, issue 3, 181-194

Abstract: We consider the estimation of the probability density function [latin small letter f with hook] (x) of stationary mixing processes using wavelet orthonormal bases. For [latin small letter f with hook] belonging to the Sobolev space , we derive precise asymptotic expressions for the mean integrated square estimation error.

Keywords: Wavelet; orthonormal; basis; Sobolev; spaces; Probability; density; estimation; Mixing; processes (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (11)

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