Minimax Estimation via Wavelets for Indirect Long-memory Data

  title={Minimax Estimation via Wavelets for Indirect Long-memory Data},
  author={Yazhen Wang},
In this paper we model linear inverse problems with long-range dependence by a fractional Gaussian noise model and study function estimation based on observations from the model. By using two wavelet-vaguelette decompositions, one for the inverse problem which simultaneously quasi-diagonalizes both the operator and the prior information and one for long-range dependence which decorrelates fractional Gaussian noise, we establish asymptotics for minimax risks, and show that the wavelet shrinkage… CONTINUE READING

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