Semi-parametric estimation of shifts

Details Semi-parametric estimation of shifts Semi-parametric estimation of shifts

2007-12-12

arxiv.org/abs/0712.1936v1

Electronic Journal of Statistics 2007, Vol. 1, 616-640

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/07-EJS026 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by t

Scientific paper

10.1214/07-EJS026

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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