Semi-parametric estimation of shifts

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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.
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)

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Statistics Theory, 60G17 (Primary) 62G07 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/144311

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0712.1936
 http://arxiv.org/abs/0712.1936
 Electronic Journal of Statistics 2007, Vol. 1, 616-640
 doi:10.1214/07-EJS026

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arXiv