A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-01-19
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
We consider the estimation of an unknown function f for weakly dependent data (α-mixing) in a general setting.
Ourcontribution is theoretical: we prove that a hard thresholding wavelet estimator attains a sharp rate of convergence under the mean integratedsquared error (MISE) over Besov balls without imposing too restrictive assumptions on the model.
Applications are given for two types of inverseproblems: the deconvolution density estimation and the density estimationin a GARCH-type model, both improve existing results in this dependentcontext.
Another application concerns the regression model with randomdesign.
American Psychological Association (APA)
Chesneau, Christophe. 2014. A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence. Journal of Probability and Statistics،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1042820
Modern Language Association (MLA)
Chesneau, Christophe. A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence. Journal of Probability and Statistics No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-1042820
American Medical Association (AMA)
Chesneau, Christophe. A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence. Journal of Probability and Statistics. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1042820
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1042820