Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series

The estimation of the multivariate probability density functions f(x1, ... , xd), d >= 1, of a stationary random process {Xi} using wavelet methods is considered. Uniform rates of almost sure convergence over compact subsets of d for densities in the Besov space Bspq are established for strongly mixing processes.

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Year of publication:	1997
Authors:	Masry, Elias
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 67.1997, 2, p. 177-193
Publisher:	Elsevier
Keywords:	Probability density estimation Wavelet method Besov spaces Rates of strong convergence Strongly mixing processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875400