Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model

Fabien Navarro, Christophe Chesneau, Jalal Fadili +1

We observe $n$ heteroscedastic stochastic processes $\{Y_v(t){\}}_v$, where for any $v\in \{1,\dots ,n\}$ and $t\in [0,1]$, $Y_v(t)$ is the convolution product of an unknown functi…