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Minimax adaptive wavelet estimator for the simultaneous blind deconvolution with fractional Gaussian noise

2018/06/01 by Rida Benhaddou, Benhaddou, Rida
Computer Science · Economics, Econometrics and Finance · #62G05 #62G08 #62G20 #Blind Source Separation Techniques #FOS: Mathematics #Image and Signal Denoising Methods #Statistics Theory (math.ST) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1806.00558

openalex publication_date 2018/06/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We construct an adaptive wavelet estimator that attains minimax near-optimal rates in a wide range of Besov balls. The convergence rates are affected only by the weakest dependence amongst the channels, and take into account both noise sources.

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