Deconvolution model with fractional Gaussian noise: A minimax study
Rida Benhaddou
Statistics & Probability Letters, 2016, vol. 117, issue C, 201-208
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.
Keywords: Deconvolution; Fractional Gaussian noise; Minimax convergence rate (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:117:y:2016:i:c:p:201-208
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DOI: 10.1016/j.spl.2016.05.022
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