Abstract
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.
Citation
Fabrice Gamboa. Jean-Michel Loubes. Elie Maza. "Semi-parametric estimation of shifts." Electron. J. Statist. 1 616 - 640, 2007. https://doi.org/10.1214/07-EJS026
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