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  • Search: subject:"Wavelet estimation"
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Year of publication
Subject
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B-splines 1 Conditional quantile 1 Entropie 1 Entropy 1 Estimation 1 Estimation theory 1 Mean Lp error 1 Rate of convergence 1 Schätztheorie 1 Schätzung 1 State space model 1 Wavelet estimation 1 Zustandsraummodell 1 multivariate process 1 shape preserving wavelet estimation 1 time series 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Chesneau, Christophe 1 Cosma, Antonio 1 Navarro, Fabien 1 Sachs, Rainer von 1 Scaillet, Olivier 1 Serea, Oana Silva 1
Institution
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Swiss Finance Institute 1
Published in...
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FAME Research Paper Series 1 Série des documents de travail 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A note on the adaptive estimation of the differential entropy by wavelet methods
Chesneau, Christophe; Navarro, Fabien; Serea, Oana Silva - 2017
Persistent link: https://www.econbiz.de/10012200050
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Cover Image
Multiariate Wavelet-based sahpe preserving estimation for dependant observation
Cosma, Antonio; Scaillet, Olivier; Sachs, Rainer von - Swiss Finance Institute - 2005
We present a new approach on shape preserving estimation of probability distribution and density functions using wavelet methodology for multivariate dependent data. Our estimators preserve shape constraints such as monotonicity, positivity and integration to one, and allow for low spatial...
Persistent link: https://www.econbiz.de/10005771825
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