Estimating the distribution function of a stationary process involving measurement errors

DOI10.1023/A:1017996326631MaRDI QIDQ5952140zbMATH OpenOpenAlexFDO

Authors Dimitrios Ioannides, D. P. Papanastassiou

Publication date 14 May 2002

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1017996326631

zbMATH Keywords

deconvolutiondistribution functionnoise distributionrho-mixing

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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(13)

• Estimation of the distribution function of noise in stationary processes
• Estimation of distribution functions in measurement error models
• Nonparametric deconvolution problem for dependent sequences
• Deconvolution methods for non-parametric inference in two-level mixed models
• scientific article; zbMATH DE number 4102288 (Why is no real title available?)
• Nonparametric estimation in time series with measurement errors
• scientific article; zbMATH DE number 844339 (Why is no real title available?)
• Deconvolving cumulative density from associated random processes
• Estimating the conditional mode of a stationary stochastic process from noisy observations
• Correct approximation of stationary distributions
• Deconvolution of ℙ( X _t < Y _t ) for stationary processes with supersmooth error distributions
• Hazard rate estimation from associated and contaminated data: strong uniform consistency
• Estimation of distributions, moments and quantiles in deconvolution problems

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