TWO-DIMENSIONAL WAVELETS FOR NONLINEAR AUTOREGRESSIVE MODELS WITH AN APPLICATION IN DYNAMICAL SYSTEM

H. Doosti; M.S. Islam; Y. P. Chaubey; P. Góra

TWO-DIMENSIONAL WAVELETS FOR NONLINEAR AUTOREGRESSIVE MODELS WITH AN APPLICATION IN DYNAMICAL SYSTEM

Autori

H. Doosti Islamic Azad University - Department of Statistics
M.S. Islam University of Prince Edward Island - Department of Mathematics and Statistics
Y. P. Chaubey Concordia University - Department of Mathematics and Statistics
P. Góra Concordia University - Department of Mathematics and Statistics

Parole chiave:

two-dimensional wavelet, multiresolution analysis, Random design, Besov space, wavelets

Abstract

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.

Cover of n°27 Italian Journal of Pure and Applied Mathematics

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Pubblicato

2010-12-15

Come citare

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. Recuperato da https://journals.uniurb.it/index.php/ijpam/article/view/5901