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Deconvolution model with fractional Gaussian noise: A minimax study

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  • Benhaddou, Rida

Abstract

We consider the problem of estimating a function in a deconvolution model with fractional Gaussian noise. We derive minimax lower and upper bounds to show that our estimator attains optimal or near optimal rates. Such rates are affected by LRD.

Suggested Citation

  • Benhaddou, Rida, 2016. "Deconvolution model with fractional Gaussian noise: A minimax study," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 201-208.
    • Handle: RePEc:eee:stapro:v:117:y:2016:i:c:p:201-208
    DOI: 10.1016/j.spl.2016.05.022
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    References listed on IDEAS

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    1. Iain M. Johnstone & Gérard Kerkyacharian & Dominique Picard & Marc Raimondo, 2004. "Wavelet deconvolution in a periodic setting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 547-573, August.
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