A note on wavelet density deconvolution for weakly dependent data
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Publication:623487
DOI10.1007/s11203-007-9013-0zbMath1204.62051OpenAlexW2104746681MaRDI QIDQ623487
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
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)
Related Items (7)
Wavelet Estimation of a Density in a GARCH-type Model ⋮ Density deconvolution with associated stationary data. ⋮ Estimation of a multivariate stochastic volatility density by kernel deconvolution ⋮ Multichannel deconvolution with long-range dependence: a minimax study ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence ⋮ Nonparametric regression for dependent data in the errors-in-variables problem
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