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A note on the inverse estimation of band-limited signals

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  • Ruymgaart, Frits H.

Abstract

In this note it is shown that indirectly observed signals can be recovered by unbiased and root-n consistent estimators provided that the signal is restricted to a class of band-limited functions. The result is shown in a very general and abstract setting. By way of an example an instance of deconvolution or indirect density estimation is considered which partly extends a result by Watson and Leadbetter (1963) for direct density estimation.

Suggested Citation

  • Ruymgaart, Frits H., 1996. "A note on the inverse estimation of band-limited signals," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 241-246, April.
    • Handle: RePEc:eee:stapro:v:27:y:1996:i:3:p:241-246
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