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On adaptive wavelet estimation of a class of weighted densities
Weighted density density estimation plug-in approach wavelets block thresholding reliability series system parallel system.
2012/9/18
We investigate the estimation of a weighted density taking the formg=w(F)f, where fdenotes an unknown density,Fthe associated distribution function andwis a known (non-negative) weight.Such a class en...
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Adaptive wavelet estimator memory parameter stationary Gaussian processes
2010/4/26
This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes. In particular we int...