Title : ( WAVELET-BASED ESTIMATORS OF THE INTEGRATED SQUAREDDENSITY DERIVATIVES FOR MIXING SEQUENCES )
Authors: Nargess Hosseinioun , Hassan Doosti , Hossein Ali Niroumand ,
Full TextAbstract
The problem of estimation of the squared derivative of a probability density f is considered using wavelet orthogonal bases. We obtain the precise asymptotic expression for the mean integrated error of the wavelet estimators when the process is strongly mixing. We show that the proposed estimator attains the same rate as when the observations are independent.
Keywords
Nonparametric estimation of a density; Wavelet; Mixing process
@article{paperid:1010984,
author = {Hosseinioun, Nargess and Doosti, Hassan and Niroumand, Hossein Ali},
title = {WAVELET-BASED ESTIMATORS OF THE INTEGRATED SQUAREDDENSITY DERIVATIVES FOR MIXING SEQUENCES},
journal = {Pakistan Journal of Statistics},
year = {2009},
volume = {25},
number = {3},
month = {July},
issn = {1012-9367},
pages = {341--350},
numpages = {9},
keywords = {Nonparametric estimation of a density; Wavelet; Mixing process},
}
%0 Journal Article
%T WAVELET-BASED ESTIMATORS OF THE INTEGRATED SQUAREDDENSITY DERIVATIVES FOR MIXING SEQUENCES
%A Hosseinioun, Nargess
%A Doosti, Hassan
%A Niroumand, Hossein Ali
%J Pakistan Journal of Statistics
%@ 1012-9367
%D 2009
