A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence
We consider the estimation of an unknown function f for weakly dependent data (α-mixing) in a general setting. Our contribution is theoretical: we prove that a hard thresholding wavelet estimator attains a sharp rate of convergence under the mean integrated squared error (MISE) over Besov balls with...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2014-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2014/403764 |