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Estimation of a smoothness parameter by spline wavelets

Magdalena MellerNatalia Jarzębkowska — 2013

Applicationes Mathematicae

We consider the smoothness parameter of a function f ∈ L²(ℝ) in terms of Besov spaces B 2 , s ( ) , s * ( f ) = s u p s > 0 : f B 2 , s ( ) . The existing results on estimation of smoothness [K. Dziedziul, M. Kucharska and B. Wolnik, J. Nonparametric Statist. 23 (2011)] employ the Haar basis and are limited to the case 0 < s*(f) < 1/2. Using p-regular (p ≥ 1) spline wavelets with exponential decay we extend them to density functions with 0 < s*(f) < p+1/2. Applying the Franklin-Strömberg wavelet p = 1, we prove that the presented estimator...

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