TWO-DIMENSIONAL WAVELETS FOR NONLINEAR AUTOREGRESSIVE MODELS WITH AN APPLICATION IN DYNAMICAL SYSTEM
Keywords:
two-dimensional wavelet, multiresolution analysis, Random design, Besov space, waveletsAbstract
In this note we introduce a new estimator for estimating autoregressive model function based on two-dimensional wavelet expansion of joint density function. We investigate some asymptotic properties of the proposed estimator. We also added the problem of estimating of derivative of autoregressive estimator through new approach. Finally, we apply our method in dynamical systems. In particular, we estimate a chaotic map from a noisy data and ¯lter entropy of the chaotic map.
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Published
2010-12-15
How to Cite
Doosti, H., Islam, M., Chaubey, Y. P., & Góra, P. (2010). TWO-DIMENSIONAL WAVELETS FOR NONLINEAR AUTOREGRESSIVE MODELS WITH AN APPLICATION IN DYNAMICAL SYSTEM. Italian Journal of Pure and Applied Mathematics, 27, 39–62. Retrieved from https://journals.uniurb.it/index.php/ijpam/article/view/5901
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Section
Articoli - Forum Editrice
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Copyright (c) 2010 H. Doosti, M.S. Islam, Y. P. Chaubey, P. Góra
This work is licensed under a Creative Commons Attribution 4.0 International License.
L'opera è pubblicata sotto Licenza Creative Commons Attribuzione 4.0 Internazionale (CC-BY)
