Back to Search
Start Over
Multivariate wavelet estimators for weakly dependent processes: strong consistency rate.
- Source :
-
Communications in Statistics: Theory & Methods . 2023, Vol. 52 Issue 23, p8317-8350. 34p. - Publication Year :
- 2023
-
Abstract
- The present article focuses on the non parametric estimation of multivariate density and regression functions. We consider the non parametric linear wavelet-based estimators and investigate the strong consistency from the theoretical viewpoint. In particular, we prove the strong uniform consistency properties of these estimators, over compact subsets of R d , with the determination of the corresponding rates of convergence. As a main contribution, we relax some standard dependence conditions by considering the general concept of the causal α ˜ -weak dependence, including mixing concepts and adapted to diverse classes of interesting statistical processes, essentially the general Bernoulli shifts and the Markov sequences. [ABSTRACT FROM AUTHOR]
- Subjects :
- *DENSITY
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 52
- Issue :
- 23
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 172995175
- Full Text :
- https://doi.org/10.1080/03610926.2022.2061715