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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
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
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
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...