Information bounds for inverse problems with application to deconvolution and Lévy models

DOI10.1214/14-AIHP627zbMath1346.60063arXiv1307.6610MaRDI QIDQ902884

Mathias Trabs

Publication date: 4 January 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6610

zbMATH Keywords

deconvolutionLévy processsemiparametric efficiencywhite noise modelnonlinear ill-posed inverse problem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Markov processes: estimation; hidden Markov models (62M05) White noise theory (60H40)

Related Items

LAN property for an ergodic diffusion with jumps, Irregular identification of structural models with nonparametric unobserved heterogeneity, Quantile estimation for Lévy measures, Efficient nonparametric inference for discretely observed compound Poisson processes, Estimation and Calibration of Lévy Models via Fourier Methods, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes

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