Blind deconvolution model in periodic setting with fractional Gaussian noise
Rida Benhaddou
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 3, 438-449
Abstract:
We consider the problem of estimating the response function in a deconvolution model under fractional Gaussian noise and noisy kernel. A preliminary threshold is used to stabilize the inversion. Our estimator is adaptive and attains minimax optimal or near-optimal rates in a wide range of Besov balls.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:3:p:438-449
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DOI: 10.1080/03610926.2017.1417431
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