Minimax estimation in a deconvolution problem

DOI10.1088/0305-4470/25/5/030MaRDI QIDQ4008089zbMATH OpenOpenAlexFDO

Authors Mikhail Sergeevich Ermakov

Publication date 27 September 1992

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/25/5/030

zbMATH Keywords

asymptotic efficiencyconvolution equationdeconvolution problemestimation of derivativesexact asymptotics of minimax riskFourier transformationrandom noiseSobolev spacespectral densitystationary Gaussian processWiener filtration

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99) Non-Markovian processes: estimation (62M09)

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Cited in

(12)

• Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
• Solutions to a filtering problem and convolution equations
• Minimax rate of convergence and the performance of empirical risk minimization in phase recovery
• On optimal solutions of the deconvolution problem
• Asymptotic Minimax Bounds for Stochastic Deconvolution Over Groups
• A straightforward and unified approach to the derivation of minimum-variance deconvolution algorithms
• Asymptotically minimax and Bayes estimation in a deconvolution problem
• Noisy Laplace deconvolution with error in the operator
• Minimax recovery of blurred signal from discrete noisy data
• Minimax and Bayes estimation in deconvolution problem
• A note on a fixed-point method for deconvolution
• Minimax estimation of the solution of an ill-posed convolution type problem

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