Deconvolution model with fractional Gaussian noise: a minimax study

DOI10.1016/J.SPL.2016.05.022MaRDI QIDQ310673zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(9)

• Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
• Frame-constrained total variation regularization for white noise regression
• Anisotropic functional deconvolution for the irregular design: A minimax study
• Asymptotically minimax and Bayes estimation in a deconvolution problem
• Blind deconvolution model in periodic setting with fractional Gaussian noise
• Laplace deconvolution with dependent errors: a minimax study
• Multichannel deconvolution with long-range dependence: a minimax study
• Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
• Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet

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