Title : Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp- ( Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses )
Authors: Hassan Doosti , Hossein Ali Niroumand , Mahmoud afshari ,
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Abstract
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 Lplosses 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.
Keywords
Mixing sequences; Multiresolution analysis; Besov space; wavelets; nonparametric estimation of derivative of density
@article{paperid:202371,
author = {Doosti, Hassan and Niroumand, Hossein Ali and Afshari, Mahmoud},
title = {Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-},
journal = {Journal of Sciences, Islamic Republic of Iran},
year = {2006},
volume = {17},
number = {1},
month = {September},
issn = {1016-1104},
pages = {75--81},
numpages = {6},
keywords = {Mixing sequences; Multiresolution analysis; Besov space; wavelets; nonparametric
estimation of derivative of density},
}
%0 Journal Article
%T Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-
%A Doosti, Hassan
%A Niroumand, Hossein Ali
%A Afshari, Mahmoud
%J Journal of Sciences, Islamic Republic of Iran
%@ 1016-1104
%D 2006
