MULTIVARIATE PROBABILITY DENSITY-ESTIMATION BY WAVELET METHODS - STRONG CONSISTENCY AND RATES FOR STATIONARY TIME-SERIES

Authors
MASRY E
Citation
E. Masry, MULTIVARIATE PROBABILITY DENSITY-ESTIMATION BY WAVELET METHODS - STRONG CONSISTENCY AND RATES FOR STATIONARY TIME-SERIES, Stochastic processes and their applications, 67(2), 1997, pp. 177-193
Citations number
42
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
67
Issue
2
Year of publication
1997
Pages
177 - 193
Database
ISI
SICI code
0304-4149(1997)67:2<177:MPDBWM>2.0.ZU;2-P
Abstract
The estimation of the multivariate probability density functions f(x(1 ),...,x(d)), d greater than or equal to 1, of a stationary random proc ess {X-i} using wavelet methods is considered. Uniform rates of almost sure convergence over compact subsets of R-d for densities in the Bes ov space B-spq are established for strongly mixing processes.