We investigate the estimation of the ?-fold convolution of the density of an unob- served variable X from n i.i.d. observations of the convolution model Y = X + ?. We first assume that the density of the noise ? is known and define nonadaptive estimators, for which we provide bounds for the mean...

We investigate the rates of convergence of least-square estimator on sieves for regression under various weak dependency assumptions. We provide a control in probability for the rate of convergence and we show how to construct estimators of a smooth regression function at a rate which is known...

Abstract We consider a Lévy driven stochastic convolution, also called continuous time Lévy driven moving average model X(t)=\int_{0}^{t}a(t-s)\,dZ(s) , where 𝑍 is a Lévy martingale and the kernel a(\,{.}\,) a deterministic function square integrable on \mathbb{R}^{+} . Given 𝑁 i.i.d....