Let i = 1,2,…,n be independent observation data from a distribution with an unknown density function f . The function f could be estimated by parametric and nonparametric approach.
In nonparametric approach, the function f is assumed to be a smooth function or quadratic integrable function, so the function f could be estimated by kernel estimator or orthogonal series estimator, especially by Fourier series estimator.
Another orthogonal series estimator which could be use to estimate f is wavelet estimator. Wavelet estimator is an extention of Fourier series estimator but it has caracteristics like the kernel estimator.
Key words : smooth density, kernel estimator, Fourier series estimator, wavelet estimator
