Adaptive density deconvolution with dependent inputs
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چکیده
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. Adaptive density deconvolution with dependent inputs Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin
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ar X iv : m at h / 06 06 16 6 v 1 [ m at h . ST ] 7 J un 2 00 6 ADAPTIVE DENSITY DECONVOLUTION WITH DEPENDENT INPUTS
In the convolution model Zi = Xi + εi, we give a model selection procedure to estimate the density of the unobserved variables (Xi) 1≤i≤n , when the sequence (Xi) i≥1 is strictly stationary but not necessarily independent. This procedure depends on wether the density of εi is super smooth or ordinary smooth. The rates of convergence of the penalized contrast estimators are the same as in the in...
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