pith. sign in

arxiv: 1706.08648 · v1 · pith:E3HXQGR6new · submitted 2017-06-27 · 🧮 math.ST · stat.TH

Laplace deconvolution in the presence of indirect long-memory data

classification 🧮 math.ST stat.TH
keywords estimatorwhenadaptiveattainsbelongsboundconstructconvolution
0
0 comments X
read the original abstract

We investigate the problem of estimating a function $f$ based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower bound for the $L^2$-risk when $f$ belongs to Sobolev space and show that such estimator attains optimal rates that deteriorate as the LRD worsens.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.