عنوان به زبان ديگر :
Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses.
پديد آورندگان :
Doosti H. نويسنده , Niroumand H. A. نويسنده , Afshari M. نويسنده
چكيده لاتين :
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.
