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Estimating the Distribution Function of a Stationary Process Involving Measurement Errors

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  • D.A. Ioannides
  • D.P. Papanastassiou

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Suggested Citation

  • D.A. Ioannides & D.P. Papanastassiou, 2001. "Estimating the Distribution Function of a Stationary Process Involving Measurement Errors," Statistical Inference for Stochastic Processes, Springer, vol. 4(2), pages 181-198, May.
    • Handle: RePEc:spr:sistpr:v:4:y:2001:i:2:p:181-198
    DOI: 10.1023/A:1017996326631
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    References listed on IDEAS

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    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. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
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    Cited by:

    1. Peter Hall & Tapabrata Maiti, 2009. "Deconvolution methods for non‐parametric inference in two‐level mixed models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 703-718, June.

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