Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes

E. Masry

Journal of Multivariate Analysis, 1993, vol. 44, issue 1, 47-68

Abstract: We consider the estimation of the multivariate probability density functions of stationary random processes from noisy observations. The asymptotic normality of kernel-type deconvolution estimators is established for various classes of mixing processes. Classes of noise characteristic functions both with algebraic and with exponential decay are studied.

Date: 1993
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