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...
Main Author: | Christophe Chesneau |
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Format: | Article |
Language: | English |
Published: |
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 |
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