Minimax adaptive wavelet estimator for the simultaneous blind deconvolution with fractional Gaussian noise
classification
🧮 math.ST
stat.TH
keywords
adaptiveestimatorminimaxnoiserateswaveletaccountaffected
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We construct an adaptive wavelet estimator that attains minimax near-optimal rates in a wide range of Besov balls. The convergence rates are affected only by the weakest dependence amongst the channels, and take into account both noise sources.
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