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Laplace deconvolution in the presence of indirect long-memory data

Abstract

We investigate the problem of estimating a function ff based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower bound for the L2L^2-risk when ff belongs to Sobolev space and show that such estimator attains optimal rates that deteriorate as the LRD worsens.

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