about Orthogonal series

[tahiri noria]

hello,

I read your article on the blog: http://jpktd.blogspot.com/ about
orthogonal series estimation , I would like to ask you if you allow .
First, I based on Article Sam Efromovich about "Orthogonal series density
estimates" .

he worked with the Fourier series with a compact support assumed [0,1],
whose aim is to estimate the probability density function. and it is said
in his Article that:


"The choice depends Primarily we of the carrier density. In general, When
the real line (-∞, ∞) or the half line [0, ∞) are the support, Hermite and
Laguerre Then series are recommended; 3,17,23,24 see Refs. If f: has a
compact carrier, for instance [0, 1], Then trigonometric (or Fourier)
series are recommended. "

my question is that if I wanted to draw my probability density function on
a support [-2, -2] (because my data focus on -1 or 1) .What should I do?
is that these results are necessarily  just to support [0,1] for fourier
series ?

Cordially
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