A note on wavelet density deconvolution for weakly dependent data
DOI10.1007/S11203-007-9013-0zbMATH Open1204.62051OpenAlexW2104746681MaRDI QIDQ623487FDOQ623487
Harry van Zanten, Pawel Zareba
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9013-0
Recommendations
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Wavelet deconvolution
- A note on the wavelet deconvolution of a density from mixtures under quadrant dependence
- Convergence rates of wavelet density estimators for strongly mixing samples
- Adaptive wavelet estimator for nonparametric density deconvolution
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Mixing: Properties and examples
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- On the optimal rates of convergence for nonparametric deconvolution problems
- Markov chains and stochastic stability
- Sharper bounds for Gaussian and empirical processes
- Adaptive wavelet estimator for nonparametric density deconvolution
- A note on empirical processes of strong-mixing sequences
- Title not available (Why is that?)
- Stochastic volatility models as hidden Markov models and statistical applications
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- An Overview of Wavelet Based Multiresolution Analyses
- Wavelet deconvolution
- Nonparametric volatility density estimation
- Deconvolution of supersmooth densities with smooth noise
- Optimal sampling for density estimation in continuous time
- Multivariate probability density deconvolution for stationary random processes
- Density estimation in the presence of noise
- Title not available (Why is that?)
- Characterization of analytic functions in terms of their wavelet coefficients
Cited In (9)
- 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.
- Nonparametric regression for dependent data in the errors-in-variables problem
- ON A STRONGLY CONSISTENT WAVELET DENSITY ESTIMATOR FOR THE DECONVOLUTION PROBLEM
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Estimation of a multivariate stochastic volatility density by kernel deconvolution
- Wavelet Estimation of a Density in a GARCH-type Model
- Multichannel deconvolution with long-range dependence: a minimax study
This page was built for publication: A note on wavelet density deconvolution for weakly dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q623487)
