Distribution function estimation by wavelets for a ρz.ast;-mixing process

Let {xn,n 1} be a stationary sequences of for a p-mixing process with distribution function f(x) =p [x1 x]. a wavelet linear distribution function fn(x) based on x1,x2,... xn,is introduced. we establish that the strong consistency and pointwise as well as uniform convergence of () are the same as empirical distribution function. in contrast to easy computing of empirical distribution function,the estimation based on wavelets are smooth and could be differentiable which is more convenient for forecasting. © 2011 pakistan journal of statistics.