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Minimax and Bayes estimation in deconvolution problem
ESAIM: Probability and Statistics, Tome 12 (2008), pp. 327-344 Cet article a éte moissonné depuis la source Numdam

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We consider a deconvolution problem of estimating a signal blurred with a random noise. The noise is assumed to be a stationary gaussian process multiplied by a weight function function ϵh where h∈L 2 (R 1 ) and ϵ is a small parameter. The underlying solution is assumed to be infinitely differentiable. For this model we find asymptotically minimax and Bayes estimators. In the case of solutions having finite number of derivatives similar results were obtained in [G.K. Golubev and R.Z. Khasminskii, IMS Lecture Notes Monograph Series 36 (2001) 419-433].

DOI : 10.1051/ps:2007038
Classification : 62G05, 65R30, 65R32
Keywords: deconvolution, minimax estimation, Bayes estimation, Wiener filtration 
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     author = {Ermakov, Mikhail},
     title = {Minimax and {Bayes} estimation in deconvolution problem},
     journal = {ESAIM: Probability and Statistics},
     pages = {327--344},
     year = {2008},
     publisher = {EDP-Sciences},
     volume = {12},
     doi = {10.1051/ps:2007038},
     mrnumber = {2404034},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007038/}
}
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Ermakov, Mikhail. Minimax and Bayes estimation in deconvolution problem. ESAIM: Probability and Statistics, Tome 12 (2008), pp. 327-344. doi: 10.1051/ps:2007038

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