Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146805 | Journal of Multivariate Analysis | 2009 | 16 Pages |
Abstract
The paper develops a comprehensive asymptotic theory for the estimation of a change-point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the limit distribution of a suitably defined change-point estimator depends on the size and location of the change. The theoretical insights are confirmed by a simulation study which illustrates the behavior of the estimator in finite samples.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka,