Depends how much work you want to put into it.... you could cut the antler pieces out of fleece or felt and just stuff them and mount them on a headband, but those won't be terribly realistic,
carving them out of upholstery foam is possible but pretty difficult, youd probably want an electric knife or a foam cutter for that >.<
Hmmm... depending on how big they are, you could do aluminum foil core with model magic or paperclay (paperclay is more expensive but doesnt crack as much and is lighter) or if theyre a little bigger, the core can be polyeurethane foam or floral foam.. mounted on a headband?