Article ID Journal Published Year Pages File Type
1146805 Journal of Multivariate Analysis 2009 16 Pages PDF
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
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