Density Estimation by Wavelet Thresholding From Observations of Almost Periodically Correlated Processes under Weak Dependence
- Moussa Koné
- Vincent Monsan
- Sylvestre Placide Ekra
Abstract
In this article, we construct an adaptive wavelet thresholding estimator for the density in a finite mixture model. Our sample is drawn from an almost periodically correlated process under a weak dependence assumption. We assess the asymptotic performance of our estimator by establishing an upper bound for the integrated mean squared error over a Besov ball.
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- DOI:10.5539/ijsp.v14n3p73
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