University of Tehran Journal of Sciences, Islamic Republic of Iran 1016-1104 17 1 2006 03 01 Wavelet Based Estimation of the Derivatives of a Density for a Discrete-Time Stochastic Process: Lp-Losses - 31695 EN Journal Article We propose a method of estimation of the derivatives of probability density based on wavelets methods for a sequence of random variables with a common one-dimensional probability density function and obtain an upper bound on Lp-losses for such estimators. We suppose that the process is strongly mixing and we show that the rate of convergence essentially depends on the behavior of a special quadratic characteristic. https://jsciences.ut.ac.ir/article_31695_36ab35b3020f5896ae18fc41567b76a1.pdf