Density Estimation by Wavelet Thresholding From Observations of Almost Periodically Correlated Processes under Weak Dependence

In this article, we construct an adaptive wavelet thresholding estimator for the density in a finite mixture model. Our sample is drawn from an almost periodically correlated process under a weak dependence assumption. We assess the asymptotic performance of our estimator by establishing an upper bound for the integrated mean squared error over a Besov ball.