Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
type: Item
instance of: scholarly article
title: Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
zbMATH Open document ID: 1325.62099
DOI: 10.3103/S0278641914030042
author: A. A. Eroshenko
author: O. V. Shestakov
published in: Moscow University Computational Mathematics and Cybernetics
publication date: 2015-03-25T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 94A12
zbMATH DE Number: 6419287
zbMATH Keywords: wavelets
zbMATH Keywords: homogeneous linear operator
zbMATH Keywords: thresholding
zbMATH Keywords: unbiased risk estimate
zbMATH Keywords: correlated noise
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
cites work: Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage
cites work: Ideal spatial adaptation by wavelet shrinkage
cites work: Q4328414
cites work: Basic properties of strong mixing conditions. A survey and some open questions
cites work: Consistency of risk estimation with thresholding of wavelet coefficients
cites work: Asymptotic normality of adaptive wavelet thresholding risk estimation
cites work: Ten Lectures on Wavelets
cites work: Q4488070
cites work: Q3651077
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
cites work: Q4363939
cites work: Q4238465
cites work: On the asymptotic normality of sequences of weak dependent random variables
description: scientific article; zbMATH DE number 6419287