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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Bibliographic Details
Main Author: Christophe Chesneau
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2014/403764

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