کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524903 957845 2013 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Wavelet deconvolution in a periodic setting with long-range dependent errors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Wavelet deconvolution in a periodic setting with long-range dependent errors
چکیده انگلیسی
In this paper, a hard thresholding wavelet estimator is constructed for a deconvolution model in a periodic setting that has long-range dependent noise. The estimation paradigm is based on a maxiset method that attains a near optimal rate of convergence for a variety of Lp loss functions and a wide variety of Besov spaces in the presence of strong dependence. The effect of long-range dependence is detrimental to the rate of convergence. The method is implemented using a modification of the WaveD-package in R and an extensive numerical study is conducted. The numerical study supplements the theoretical results and compares the LRD estimator with a naïve application of the standard WaveD approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 5, May 2013, Pages 867-881
نویسندگان
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