Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses
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 mixi...
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| Format: | Article |
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| Language: | English |
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University of Tehran
2006-03-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
| Online Access: | https://jsciences.ut.ac.ir/article_31695_a414f53730eb9eeaba2f7907d4c51aa0.pdf |
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| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-30baea6f548c452a80d4e45b95c3f071 |
| institution | OA Journals |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2006-03-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-30baea6f548c452a80d4e45b95c3f0712025-08-20T02:25:51ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142006-03-0117131695Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-LossesWe 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.https://jsciences.ut.ac.ir/article_31695_a414f53730eb9eeaba2f7907d4c51aa0.pdf |
| spellingShingle | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses Journal of Sciences, Islamic Republic of Iran |
| title | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses |
| title_full | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses |
| title_fullStr | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses |
| title_full_unstemmed | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses |
| title_short | Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses |
| title_sort | wavelet based estimation of the derivatives of a density for a discrete time stochastic process lp losses |
| url | https://jsciences.ut.ac.ir/article_31695_a414f53730eb9eeaba2f7907d4c51aa0.pdf |