Deconvolution model with fractional Gaussian noise: a minimax study

DOI10.1016/J.SPL.2016.05.022zbMATH Open1366.62058OpenAlexW2434806141MaRDI QIDQ310673FDOQ310673

Authors: Rida Benhaddou 

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.022

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zbMATH Keywords

deconvolutionfractional Gaussian noiseminimax convergence rate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Aggregation for Gaussian regression
• Wavelet regression in random design with heteroscedastic dependent errors
• Minimax estimation via wavelets for indirect long-memory data
• Wavelet deconvolution in a periodic setting with long-range dependent errors
• 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
• Wavelet Deconvolution in a Periodic Setting

Cited In (6)

• Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
• Anisotropic functional deconvolution for the irregular design: A minimax study
• Asymptotically minimax and Bayes estimation in a deconvolution problem
• Laplace deconvolution with dependent errors: a minimax study
• Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
• Blind deconvolution model in periodic setting with fractional Gaussian noise

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