Nonparametric deconvolution problem for dependent sequences

DOI10.1214/07-EJS154zbMath1320.62073arXiv0711.4004OpenAlexW2040313019MaRDI QIDQ1951771

Rafał Kulik

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4004

zbMATH Keywords

deconvolutionlinear processeslong range dependenceerror-in-variables models

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items

On nonparametric density estimation for multivariate linear long-memory processes, MISE of wavelet estimators for regression derivatives with biased strong mixing data, Wavelet deconvolution in a periodic setting with long-range dependent errors, Parameter estimation for diffusion process from perturbed discrete observations, Kink estimation in stochastic regression with dependent errors and predictors, Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors, Multichannel deconvolution with long-range dependence: a minimax study, On the performance of weighted bootstrapped kernel deconvolution density estimators, On the adaptive wavelet deconvolution of a density for strong mixing sequences, Memory properties of transformations of linear processes, A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence, Some results on random design regression with long memory errors and predictors, Nonparametric regression for dependent data in the errors-in-variables problem, Wavelet regression estimations with strong mixing data, Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\)

Cites Work

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