Optimal deconvolution smoother
From MaRDI portal
deconvolution problemminimum mean square estimatespectral factorszero mean stationary gaussian time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)
Recommendations
- scientific article; zbMATH DE number 238392
- Optimal spherical deconvolution
- On optimal uniform deconvolution
- Deconvolution with supersmooth distributions
- scientific article; zbMATH DE number 4011662
- On optimal solutions of the deconvolution problem
- Optimal iterative density deconvolution
- Deconvolution with arbitrarily smooth kernels
Cited in
(7)- Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
- Techniques to improve the CLEAN deconvolution algorithm
- Procedure for deconvolution of time-dependent signals with sinusoidal shape
- scientific article; zbMATH DE number 38916 (Why is no real title available?)
- scientific article; zbMATH DE number 238392 (Why is no real title available?)
- Spectral factorization using FFTs for large-scale problems
- A unified family of recursive algorithms using feedback
This page was built for publication: Optimal deconvolution smoother
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3716953)