Estimation of a change-point in the mean function of functional data

نویسندگان

  • Alexander Aue
  • Robertas Gabrys
  • Lajos Horváth
  • Piotr Kokoszka
چکیده

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.

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عنوان ژورنال:
  • J. Multivariate Analysis

دوره 100  شماره 

صفحات  -

تاریخ انتشار 2009