Anisotropic Functional Deconvolution for the irregular design with dependent long-memory errors
Abstract
Anisotropic functional deconvolution model is investigated in the bivariate case under long-memory errors when the design points , , and , , are irregular and follow known densities , , respectively. In particular, we focus on the case when the densities and have singularities, but and are still integrable on . Under both Gaussian and sub-Gaussian errors, we construct an adaptive wavelet estimator that attains asymptotically near-optimal convergence rates that deteriorate as long-memory strengthens. The convergence rates are completely new and depend on a balance between the smoothness and the spatial homogeneity of the unknown function , the degree of ill-posed-ness of the convolution operator, the long-memory parameter in addition to the degrees of spatial irregularity associated with and . Nevertheless, the spatial irregularity affects convergence rates only when is spatially inhomogeneous in either direction.
Cite
@article{arxiv.1912.00478,
title = {Anisotropic Functional Deconvolution for the irregular design with dependent long-memory errors},
author = {Rida Benhaddou},
journal= {arXiv preprint arXiv:1912.00478},
year = {2020}
}
Comments
22 pages