Adaptive density estimation under weak dependence

DOI10.1051/ps:2008025zbMath1209.62056arXivmath/0510311OpenAlexW1619798726MaRDI QIDQ3085573

Irène Gannaz, Olivier Wintenberger

Publication date: 31 March 2011

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0510311

zbMATH Keywords

waveletsadaptive estimationweak dependencecross validationnonparametric density estimationhard thresholdingsoft thresholdingnear minimax results

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (8)

Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ Pointwise adaptive estimation of the marginal density of a weakly dependent process ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ On the integrated mean squared error of wavelet density estimation for linear processes ⋮ Inhomogeneous and anisotropic conditional density estimation from dependent data ⋮ Optimal model selection in density estimation ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Optimal model selection for density estimation of stationary data under various mixing condi\-tions

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