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Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
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2013/6/13
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
Asymptotic optimal designs under long-range dependence error structure
asymptotic optimal designs linear regression long-range dependence
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2010/3/9
We discuss the optimal design problem in regression models with long-range dependence error
structure. Asymptotic optimal designs are derived and it is demonstrated that these designs
depend only in...
Estimators for Long Range Dependence:An Empirical Study
Strong dependence Global dependence Longrange dependence Hurst parameter estimators
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2010/3/17
We present the results of a simulation study into the properties of 12
different estimators of the Hurst parameter, H, or the fractional integration
parameter, d, in long memory time series. We comp...