Semi-parametric estimation of shifts
Statistics Theory
2007-12-18 v1 Statistics Theory
Abstract
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 -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.
Cite
@article{arxiv.0712.1936,
title = {Semi-parametric estimation of shifts},
author = {Fabrice Gamboa and Jean-Michel Loubes and Elie Maza},
journal= {arXiv preprint arXiv:0712.1936},
year = {2007}
}
Comments
Published in at http://dx.doi.org/10.1214/07-EJS026 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)