Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
A. A. Eroshenko, Oleg Vladimirovich Shestakov · Moscow University Computational Mathematics and Cybernetics · 2014
The problem of estimating the function when using a homogeneous linear operator in a model with correlated noise is considered. The asymptotic properties of estimating risk upon the threshold wavelet-vaguelette decomposition of a signal are studied. The conditions under which the asymptotic normality of an unbiased risk estimate holds are given.