DENSITY-ESTIMATION FOR STRICTLY STATIONARY CONTINOUS TIME PROCESSES BY WAVELETS

被引：0

作者：

LEBLANC, F

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1993年 / 317卷 / 02期

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D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we investigate the linear wavelets estimator of the density of a real, continous time, strictly stationary process provided with an assumption of ergodicity. According to the regularity constraints on f, we achieve the convergence of the integrated quadratic risk, with the same rate as for the i.i.d. case, and the almost sure uniform convergence of this estimator.

引用

页码：201 / 204

页数：4

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