On the adaptive wavelet deconvolution of a density for strong mixing sequences
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Cites work
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- A note on wavelet density deconvolution for weakly dependent data
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- Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
- Conditions for linear processes to be strong-mixing
- Deconvolving multivariate kernel density estimates from contaminated associated observations
- Discrete-transform approach to deconvolution problems
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- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
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- Mixing: Properties and examples
- Nonparametric deconvolution problem for dependent sequences
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- Optimal Rates of Convergence for Deconvolving a Density
- Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
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- The Invariance Principle for Stationary Processes
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- Wavelet deconvolution
- Wavelet estimation of conditional density with truncated, censored and dependent data
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Cited in
(20)- Density deconvolution based on wavelets with bounded supports
- Blockshrink wavelet density estimator in \(\phi\)-mixing framework
- A note on wavelet density deconvolution for weakly dependent data
- On the wavelet estimation of a function in a density model with non-identically distributed observations
- Generalized deconvolution estimation by multiwavelets
- Wavelet-based density estimation in a heteroscedastic convolution model
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Adaptive and optimal pointwise deconvolution density estimations by wavelets
- Wavelet deconvolution in a periodic setting with long-range dependent errors
- Wavelet density estimators for the deconvolution of a component from a mixture
- A note on wavelet deconvolution density estimation
- A note on the wavelet deconvolution of a density from mixtures under quadrant dependence
- Wavelet adaptive pointwise density estimations with super-smooth noises
- Wavelet deconvolution
- Density deconvolution with associated stationary data.
- Adaptive wavelet estimation of a biased density for strongly mixing sequences
- Adaptive density deconvolution with dependent inputs
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
- A data-driven wavelet estimator for deconvolution density estimations
- Convergence rates of wavelet density estimators for strongly mixing samples
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