On the adaptive wavelet deconvolution of a density for strong mixing sequences
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Publication:457615
DOI10.1016/J.JKSS.2012.01.005zbMATH Open1296.62079OpenAlexW1981164569MaRDI QIDQ457615FDOQ457615
Authors: Christophe Chesneau 
Publication date: 29 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.01.005
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Cited In (15)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- A note on the wavelet deconvolution of a density from mixtures under quadrant dependence
- Density deconvolution with associated stationary data.
- Blockshrink wavelet density estimator in \(\phi\)-mixing framework
- Adaptive wavelet estimation of a biased density for strongly mixing sequences
- Density deconvolution based on wavelets with bounded supports
- Wavelet-based density estimation in a heteroscedastic convolution model
- A note on wavelet density deconvolution for weakly dependent data
- Wavelet deconvolution
- Adaptive density deconvolution with dependent inputs
- Wavelet density estimators for the deconvolution of a component from a mixture
- Generalized deconvolution estimation by multiwavelets
- A note on wavelet deconvolution density estimation
- Wavelet deconvolution in a periodic setting with long-range dependent errors
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
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