Consistency of risk estimates for wavelet-vaguelette and vaguelette-wavelet decompositions of signal function in the model of data with correlated noise
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 1 (2015), pp. 103-114 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the present paper we consider the problem of estimating function after applying linear homogeneous operator in the model of data with correlated noise. We study asymptotical properties of risk estimates of thresholding methods for wavelet-vaguelette and vaguelette-wavelet decompositions of a signal. We give the conditions under which the unbiased risk estimates are consistent.
Keywords: wavelets, linear homogeneous operator, thresholding, unbiased risk estimate, correlated noise, consistency.
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A. A. Eroshenko. Consistency of risk estimates for wavelet-vaguelette and vaguelette-wavelet decompositions of signal function in the model of data with correlated noise. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 1 (2015), pp. 103-114. http://geodesic.mathdoc.fr/item/VTPMK_2015_1_a5/

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