Strong consistency and rates for deconvolution of multivariate densities of stationary processes
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Publication:689165
DOI10.1016/0304-4149(93)90094-KzbMath0797.62071OpenAlexW2071778920MaRDI QIDQ689165
Publication date: 25 October 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90094-k
noiseconsistencykernel estimatorstationary processesinverse Fourier transformapproximation lemmaalmost sure convergence ratesalpha-mixing conditionbounds for sums of independent random variablesdecay conditionsdeconvolution of multivariate densities
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
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- Multivariate probability density deconvolution for stationary random processes
- Deconvolving kernel density estimators
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