Nonparametric estimation in time series with measurement errors

DOI10.1016/S0362-546X(97)00053-9MaRDI QIDQ4374248zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 30 June 1999

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(97)00053-9

zbMATH Keywords

kernel density estimatordeconvolutionrho-mixingsmoothness error distribution

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Deconvolving cumulative density from associated random processes
• Multivariate probability density deconvolution for stationary random processes
• Estimating the distribution function of a stationary process involving measurement errors
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• Deconvolution of cumulative distribution function with unknown noise distribution

Cites work

• scientific article; zbMATH DE number 4205634 (Why is no real title available?)
• scientific article; zbMATH DE number 19721 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 946695 (Why is no real title available?)
• scientific article; zbMATH DE number 775754 (Why is no real title available?)
• A consistent nonparametric density estimator for the deconvolution problem
• A uniform bound for the deviation of empirical distribution functions
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Consistent deconvolution in density estimation
• Moment inequalities for mixing sequences of random variables
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables for stationary processes
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Nonparametric regression with errors in variables
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On the Estimation of Gaussian Convolution Probability Density
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)

Cited in

(6)

• Estimating the distribution function of a stationary process involving measurement errors
• Estimating measurement noise in a time series by exploiting nonstationarity
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• Deconvolving cumulative density from associated random processes
• Nonparametric curve estimation with time series errors
• Deconvolution of ℙ( X _t < Y _t ) for stationary processes with supersmooth error distributions

This page was built for publication: Nonparametric estimation in time series with measurement errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4374248)