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)

zbMATH Keywords

long-range dependencefractional Brownian motionlinear inverse problemsminimax risksfractional Gaussian noise modelwavelet-vaguelette decompositions

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20)

Recommendations

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• On the minimax optimality of block thresholded wavelet estimators with long memory data
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• On rate-optimal nonparametric wavelet regression with long memory moving average errors

Cites Work

• scientific article; zbMATH DE number 412139 (Why is no real title available?)
• scientific article; zbMATH DE number 1271136 (Why is no real title available?)
• scientific article; zbMATH DE number 503022 (Why is no real title available?)
• scientific article; zbMATH DE number 1064650 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Asymptotic equivalence of nonparametric regression and white noise
• Entropy Numbers and Approximation Numbers in Function Spaces, II
• Fractional Brownian Motions, Fractional Noises and Applications
• Function estimation via wavelet shrinkage for long-memory data
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Ten Lectures on Wavelets
• Weak convergence to fractional brownian motion and to the rosenblatt process

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

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