Title of article
Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
Author/Authors
Masry، نويسنده , , Elias، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
17
From page
177
To page
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 Rd for densities in the Besov space Bspq are established for strongly mixing processes.
Keywords
Besov spaces , Rates of strong convergence , Probability density estimation , Strongly mixing processes , Wavelet method
Journal title
Stochastic Processes and their Applications
Serial Year
1997
Journal title
Stochastic Processes and their Applications
Record number
1576047
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