Wavelet Estimation of a Density From Observations of Almost Periodically Correlated Process Under Positive Quadrant Dependence
- Moussa Kone
- Vincent Monsan
Abstract
In this paper, we construct a new wavelet estimator of density for the component of a finite mixture under positive quadrant dependence. Our sample is extracted from almost periodically correlated processes. To evaluate our estimator we will determine a convergence speed from an upper bound for the mean integrated squared error (MISE). Our result is compared to the independent case which provides an optimal convergence rate.- Full Text: PDF
- DOI:10.5539/ijsp.v12n2p1
This work is licensed under a Creative Commons Attribution 4.0 License.
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