L p -WAVELET REGRESSION WITH CORRELATED ERRORS AND INVERSE PROBLEMS
Rafa l Kulik, Marc Raimondo · 2008
We investigate global performances of non-linear wavelet estimation in regression models with correlated errors. Convergence properties are studied over a wide range of Besov classesB s ;r and for a variety ofL p error measures. We consider error distributions with Long-Range-Dependence parameter ; 0 2 + . Using a vaguelette decomposition of fractional Gaussian noise we