Minimax estimation via wavelets for indirect long-memory data
DOI10.1016/S0378-3758(96)00205-4zbMATH Open0890.62031MaRDI QIDQ1372865FDOQ1372865
Authors: Yazhen Wang
Publication date: 22 June 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
- Function estimation via wavelet shrinkage for long-memory data
- On the minimax optimality of block thresholded wavelet estimators with long memory data
- Multichannel deconvolution with long-range dependence: a minimax study
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence
- On rate-optimal nonparametric wavelet regression with long memory moving average errors
long-range dependencefractional Brownian motionlinear inverse problemsminimax risksfractional Gaussian noise modelwavelet-vaguelette decompositions
Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20)
Cites Work
- Title not available (Why is that?)
- Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
- Ten Lectures on Wavelets
- Fractional Brownian Motions, Fractional Noises and Applications
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Asymptotic equivalence of nonparametric regression and white noise
- Title not available (Why is that?)
- Entropy Numbers and Approximation Numbers in Function Spaces, II
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Function estimation via wavelet shrinkage for long-memory data
Cited In (17)
- On minimax wavelet estimators
- Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence
- Minimax estimation of linear functionals under squared error loss
- Kink estimation with correlated noise
- Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
- Deconvolution model with fractional Gaussian noise: a minimax study
- Anisotropic functional deconvolution for the irregular design: A minimax study
- Wavelet estimation of function derivatives from a multichannel deconvolution model
- Thresholding estimators for linear inverse problems and deconvolutions
- Multiscale density estimation with errors in variables
- Laplace deconvolution with dependent errors: a minimax study
- Wavelet deconvolution in a periodic setting with long-range dependent errors
- Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
- Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\)
- Multichannel deconvolution with long-range dependence: a minimax study
- Blind deconvolution model in periodic setting with fractional Gaussian noise
This page was built for publication: Minimax estimation via wavelets for indirect long-memory data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1372865)