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文章基本信息

  • 标题:Semi-parametric estimation of shifts
  • 作者:Fabrice Gamboa ; Jean-Michel Loubes ; Elie Maza
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2007
  • 卷号:1
  • 页码:616-640
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using M-estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we use the method in the applied case of velocity curve forecasting.
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