Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise

DOI10.3103/S0278641914030042MaRDI QIDQ2018650zbMATH OpenFDO

Authors A. A. Eroshenko, O. V. Shestakov

Publication date 25 March 2015

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S0278641914030042

zbMATH Keywords

asymptotic normalitycorrelated noisehomogeneous linear operatorthresholdingunbiased risk estimatewavelets

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Basic properties of strong mixing conditions. A survey and some open questions
• Consistency of risk estimation with thresholding of wavelet coefficients
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Cited in

(6)

• Consistency of risk estimation with thresholding of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Stabilized hard thresholding of wavelet-vaguelette decomposition coefficients in reconstructing tomographic images using projections with correlated noise
• Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems
• Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
• Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise

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