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Deconvolving a density from contaminated dependent observations

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  • Christian Hesse

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  • Christian Hesse, 1995. "Deconvolving a density from contaminated dependent observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 645-663, December.
    • Handle: RePEc:spr:aistmt:v:47:y:1995:i:4:p:645-663
    DOI: 10.1007/BF01856539
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    References listed on IDEAS

    as
    1. Masry, E., 1993. "Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 47-68, January.
    2. Stefanski, Leonard A., 1990. "Rates of convergence of some estimators in a class of deconvolution problems," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 229-235, March.
    3. Karunamuni, R. J. & Mehra, K. L., 1990. "Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 133-140, February.
    4. Fan, Jianqing & Masry, Elias, 1992. "Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes," Journal of Multivariate Analysis, Elsevier, vol. 43(2), pages 237-271, November.
    5. Hesse, C. H., 1990. "Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 186-202, November.
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