A note on wavelet density deconvolution for weakly dependent data (Q623487): Difference between revisions

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+Optimal sampling for density estimation in continuous time
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+Q4223579
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+Deconvolution of supersmooth densities with smooth noise
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Optimal Rates of Convergence for Deconvolving a Density
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+A note on empirical processes of strong-mixing sequences
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+Mixing: Properties and examples
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Wavelet deconvolution
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+Stochastic volatility models as hidden Markov models and statistical applications
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+An Overview of Wavelet Based Multiresolution Analyses
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+Multivariate probability density deconvolution for stationary random processes
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+Markov chains and stochastic stability
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+Adaptive wavelet estimator for nonparametric density deconvolution
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+Deconvolving kernel density estimators
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+Nonparametric volatility density estimation
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+Q4888818
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+Density estimation in the presence of noise
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+Characterization of analytic functions in terms of their wavelet coefficients
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+Sharper bounds for Gaussian and empirical processes
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