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Masry, E. (1991) Multivariate Probability Density Deconvolution for Stationary Random Processes. IEEE Transactions on Information Theory, 37, 1105-1115.
http://dx.doi.org/10.1109/18.87002

has been cited by the following article:

• TITLE: Wavelet-Based Density Estimation in Presence of Additive Noise under Various Dependence Structures

  AUTHORS: N. Hosseinioun

  KEYWORDS: Additive Noise, Density Estimation, Dependent Sequence, Rate of Convergence, Wavelet

  JOURNAL NAME: Advances in Pure Mathematics, Vol.6 No.1, January 19, 2016

  ABSTRACT: We study the following model: . The aim is to estimate the distribution of X when only are observed. In the classical model, the distribution of is assumed to be known, and this is often considered as an important drawback of this simple model. Indeed, in most practical applications, the distribution of the errors cannot be perfectly known. In this paper, the author will construct wavelet estimators and analyze their asymptotic mean integrated squared error for additive noise models under certain dependent conditions, the strong mixing case, the β-mixing case and the ρ-mixing case. Under mild conditions on the family of wavelets, the estimator is shown to be -consistent and fast rates of convergence have been established.