Email this article Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
- Authors: Shestakov O.V.1,2
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Affiliations:
- Department of Computational Mathematics and Cybernetics
- Institute of Informatics Problems
- Issue: Vol 40, No 3 (2016)
- Pages: 114-117
- Section: Article
- URL: https://journals.rcsi.science/0278-6419/article/view/176139
- DOI: https://doi.org/10.3103/S0278641916030055
- ID: 176139
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Abstract
The problem of estimating a function in a model with correlated noise by thresholding its wavelet decomposition coefficients is considered. The risk estimate using this approach is shown to be strongly consistent.
About the authors
O. V. Shestakov
Department of Computational Mathematics and Cybernetics; Institute of Informatics Problems
Author for correspondence.
Email: oshestakov@cs.msu.su
Russian Federation, Moscow; Moscow
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