On the integrated mean squared error of wavelet density estimation for linear processes

Author:

Beknazaryan AleksandrORCID,Sang Hailin,Adamic Peter

Funder

Natural Sciences and Engineering Research Council of Canada

Simons Foundation

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference38 articles.

1. Baernstein A (2019) Symmetrization in analysis, with David Drasin and Richard S. Laugesen. New Mathematical Monographs, 36. Cambridge University Press, Cambridge

2. Bailey WN (1935) General hypergeometric series. Cambridge tracts in mathematics and mathematical physics

3. Badaoui M, Rhomari N (2015) Blockshrink wavelet density estimator in $$\phi $$-mixing framework, Functional Statistics and Applications. Springer, Berlin, pp 29–50

4. Chesneau C (2012) Wavelet linear estimation of a density and its derivatives from observations of mixtures under quadrant dependence. ProbStat Forum 5:38–46

5. Chesneau C (2014) A general result on the mean integrated squared error of the hard thresholding wavelet estimator under $$\alpha $$-mixing dependence. J Probab Stat, Article ID: 403764

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