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Density Estimation by Wavelet Thresholding From Observations of Almost Periodically Correlated Processes under Weak Dependence

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  • Moussa Koné
  • Vincent Monsan
  • Sylvestre Placide Ekra

Abstract

In this article, we construct an adaptive wavelet thresholding estimator for the density in a finite mixture model. Our sample is drawn from an almost periodically correlated process under a weak dependence assumption. We assess the asymptotic performance of our estimator by establishing an upper bound for the integrated mean squared error over a Besov ball.

Suggested Citation

  • Moussa Koné & Vincent Monsan & Sylvestre Placide Ekra, 2025. "Density Estimation by Wavelet Thresholding From Observations of Almost Periodically Correlated Processes under Weak Dependence," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 14(3), pages 1-73, October.
  • Handle: RePEc:ibn:ijspjl:v:14:y:2025:i:3:p:73
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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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