STRONG CONSISTENCY AND RATES FOR DECONVOLUTION OF MULTIVARIATE DENSITIES OF STATIONARY-PROCESSES

Authors
MASRY E
Citation
E. Masry, STRONG CONSISTENCY AND RATES FOR DECONVOLUTION OF MULTIVARIATE DENSITIES OF STATIONARY-PROCESSES, Stochastic processes and their applications, 47(1), 1993, pp. 53-74
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
47
Issue
1
Year of publication
1993
Pages
53 - 74
Database
ISI
SICI code
0304-4149(1993)47:1<53:SCARFD>2.0.ZU;2-H
Abstract
We consider the estimation of the multivariate probability density fun ctions of stationary random processes from noisy observations. The str ong consistency and almost sure convergence rates for kernel-type deco nvolution estimators is established for strongly mixing processes. The dependence of the a.s. convergence rates on the noise distribution is examined; both ordinary and super smooth noise distributions are cons idered.