Asymptotic normality of risk estimate for wavelet-vaguelette decomposition of signal function in the model of data with correlated noise
In the present paper we consider the problem of estimating function after applying linear homogeneous operator in the model of data with correlated noise. We study asymptotical properties of risk estimate of thresholding method for wavelet-vaguelette decomposition of a signal. We give the conditions under which the unbiased risk estimate is asymptotically normal.