Title of article
Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses
Author/Authors
Doosti، H. نويسنده , , Niroumand، H.A. نويسنده Department of Statistics, School of Mathematical Sciences, Ferdowsi University, P.O. Box 1159-91775, Mashhad, Islamic Republic of Iran , , Afshari، M. نويسنده ,
Issue Information
فصلنامه با شماره پیاپی 0 سال 2006
Pages
7
From page
75
To page
81
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 Lp-losses 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.
Journal title
Journal of Sciences
Serial Year
2006
Journal title
Journal of Sciences
Record number
2354848
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