Statistics Theory and Methodsmathscidoc:1912.43442
The problem of estimating the density function and the regression function involving errors-in-variables in time series is considered. Under appropriate conditions, it is shown that the rates obtained in Fan (1991), Fan and Truong (1990) are also achievable in the context of dependent observations. Consequently, the results presented here extend our previous results for cross-sectional data to the longitudinal ones. oAbbreviated title. Measurement Errors in Time Series AMS 1980 subject classification. Primary 62G20. Secondary 62G05, 62J99.
@inproceedings{youngdeconvolution,
title={Deconvolution Problems in Time Series},
author={Young K Truong, and Jianqing Fan},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114446966231002},
}
Young K Truong, and Jianqing Fan. Deconvolution Problems in Time Series. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114446966231002.