|
|
|
|
Wavelet Based Estimation of the Derivatives of A Density For A Discrete-Time Stochastic Process: Lp-Losses.
|
|
|
|
|
|
|
|
نویسنده
|
Doosti H. ,Niroumand H. A. ,Afshari M.
|
|
منبع
|
Journal Of Sciences Islamic Republic Of Iran - 2006 - دوره : 17 - شماره : 1 - صفحه:75 -81
|
|
فایل تمام متن
|
|
|
چکیده
|
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.
|
|
کلیدواژه
|
Mixing Sequences; Multiresolution Analysis; Besov Space; Wavelets; Nonparametric Estimation Of Derivative Of Density.
|
|
آدرس
|
Ferdowsi University Of Mashhad, School Of Mathematical Sciences , Department Of Statistics , ایران, Ferdowsi University Of Mashhad, School Of Mathematical Sciences , Department Of Statistics , ایران, Ferdowsi University Of Mashhad, School Of Mathematical Sciences , Department Of Statistics , ایران
|
|
پست الکترونیکی
|
doosti@math.um.ac.ir
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|