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Wavelet Estimation of a Density From Observations of Almost Periodically Correlated Process Under Positive Quadrant Dependence

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Listed:
  • Moussa Kone
  • Vincent Monsan

Abstract

In this paper, we construct a new wavelet estimator of density for the component of a finite mixture under positive quadrant dependence. Our sample is extracted from almost periodically correlated processes. To evaluate our estimator we will determine a convergence speed from an upper bound for the mean integrated squared error (MISE). Our result is compared to the independent case which provides an optimal convergence rate.

Suggested Citation

  • Moussa Kone & Vincent Monsan, 2025. "Wavelet Estimation of a Density From Observations of Almost Periodically Correlated Process Under Positive Quadrant Dependence," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 12(2), pages 1-1, January.
    • Handle: RePEc:ibn:ijspjl:v:12:y:2025:i:2:p:1
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    References listed on IDEAS

    as
    1. Hurd, Harry L., 1991. "Correlation theory of almost periodically correlated processes," Journal of Multivariate Analysis, Elsevier, vol. 37(1), pages 24-45, April.
    2. B. L. S. Prakasa Rao, 2010. "Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions," Indian Journal of Pure and Applied Mathematics, Springer, vol. 41(1), pages 275-291, February.
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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