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 |
| Published: |
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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