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A note on the inverse estimation of band-limited signals

Frits H. Ruymgaart

Statistics & Probability Letters, 1996, vol. 27, issue 3, 241-246

Abstract: In this note it is shown that indirectly observed signals can be recovered by unbiased and root-n consistent estimators provided that the signal is restricted to a class of band-limited functions. The result is shown in a very general and abstract setting. By way of an example an instance of deconvolution or indirect density estimation is considered which partly extends a result by Watson and Leadbetter (1963) for direct density estimation.

Keywords: Preconditioning; Inverse; estimation; Deconvolution; Bandlimited; signal; Unbiased; and; root-n; consistent; estimator (search for similar items in EconPapers)
Date: 1996
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