Nonparametric estimation in time series with measurement errors

DOI10.1016/S0362-546X(97)00053-9zbMATH Open0915.62073OpenAlexW2067609576WikidataQ127481837 ScholiaQ127481837MaRDI QIDQ4374248FDOQ4374248

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

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

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)

Cites Work

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• Optimal Rates of Convergence for Deconvolving a Density
• Title not available (Why is that?)
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Title not available (Why is that?)
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Nonparametric regression with errors in variables
• Title not available (Why is that?)
• Consistent deconvolution in density estimation
• A consistent nonparametric density estimator for the deconvolution problem
• Moment inequalities for mixing sequences of random variables
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)
• Multivariate regression estimation with errors-in-variables for stationary processes
• A uniform bound for the deviation of empirical distribution functions
• Title not available (Why is that?)
• On the Estimation of Gaussian Convolution Probability Density

Cited In (6)

• 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
• Estimating the distribution function of a stationary process involving measurement errors

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