Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise

DOI10.3103/S0278641916030055zbMath1373.62147MaRDI QIDQ344025

O. V. Shestakov

Publication date: 22 November 2016

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

waveletsthresholdingalmost everywhere convergencerisk estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Basic properties of strong mixing conditions. A survey and some open questions
• Consistency of risk estimation with thresholding of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Nonparametric statistics for stochastic processes
• Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage

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