Nonparametric deconvolution problem for dependent sequences (Q1951771): Difference between revisions

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+Local polynomial estimation with a FARIMA-GARCH error process
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+Local polynomial fitting with long-memory, short-memory and antipersistent errors
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+Nonparametric statistics for stochastic processes
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+Optimal Rates of Convergence for Deconvolving a Density
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+Effect of dependence on stochastic measures of accuracy of density estimators
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+Density estimation under long-range dependence
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+Nonparametric estimation under long memory dependence
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Q3354915
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+Normal rank
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+Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
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+Central limit theorem for the empirical process of a linear sequence with long memory
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+Convergence rates in density estimation for data from infinite-order moving average processes
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+On bandwidth choice for density estimation with dependent data
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+On the asymptotic expansion of the empirical process of long-memory moving averages
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+Limit theorems for functionals of moving averages
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+Estimating the distribution function of a stationary process involving measurement errors
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+Multivariate probability density deconvolution for stationary random processes
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+Strong consistency and rates for deconvolution of multivariate densities of stationary processes
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+Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
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+Deconvolving multivariate kernel density estimates from contaminated associated observations
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+Local linear regression estimation for time series with long-range dependence
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+On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
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+Q4660382
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+Normal rank
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+Deconvolving kernel density estimators
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+Normal rank
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+Empirical processes of long-memory sequences
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+On the Bahadur representation of sample quantiles for dependent sequences
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+Kernel density estimation for linear processes
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