SUN Yan, CHAI Genxiang. Nonparametric Wavelet Estimation Based on a Stable Sample ProcessJ. Chinese Journal of Applied Probability and Statistics, 2003, 19(2): 167-175.
Citation: SUN Yan, CHAI Genxiang. Nonparametric Wavelet Estimation Based on a Stable Sample ProcessJ. Chinese Journal of Applied Probability and Statistics, 2003, 19(2): 167-175.
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Nonparametric Wavelet Estimation Based on a Stable Sample Process

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  • In this article we will adopt a wavelet method to estimate unknown density function of a stationary v-stable sample process based on a stationary φ-mixing process.
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