Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Adaptive density estimation under dependence   Assume that $(X_t)_{t\in\Z}$ is a real valued time series admitting a common
marginal density $f$ with respect to Lebesgue's measure. Donoho {\it et al.}
(1996) propose a near-minimax method based on thresholding wavelets to estimate
$f$ on a compact set in an independent and identically distributed setting. The
aim of the present work is to extend these results to general weak dependent
contexts. Weak dependence assumptions are expressed as decreasing bounds of
covariance terms and are detailed for different examples. The threshold levels
in estimators $\widehat f_n$ depend on weak dependence properties of the
sequence $(X_t)_{t\in\Z}$ through the constant. If these properties are
unknown, we propose cross-validation procedures to get new estimators. These
procedures are illustrated via simulations of dynamical systems and non causal
infinite moving averages. We also discuss the efficiency of our estimators with
respect to the decrease of covariances bounds.

31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat
37
The categories of this paper are: supr-con
17
The categories of this paper are: q-fin
27
The categories of this paper are: comp-gas
23
The categories of this paper are: solv-int
25
The categories of this paper are: patt-sol
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
15
The categories of this paper are: nucl-ex
8
The categories of this paper are: hep-ex
13
The categories of this paper are: quant-ph
18
The categories of this paper are: econ