2007/09/21 by Heng Lian, Lian, Heng
Computer Science · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Image and Signal Denoising Methods #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.0709.3339
arxiv created 2007/09/21 · openalex publication_date 2007/09/21 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior distribution itself from a nonparametric Bayesian asymptotics point of view and study its rate of convergence. We obtain the same rate as in \citetabramovich04 where the authors studied the convergence of several Bayesian estimators.