bibtype C - Conference Paper (international conference)
ARLID 0411027
utime 20240103182256.6
mtime 20060210235959.9
title (primary) (eng) Kernel type estimators for gradual changes
publisher
place Budapest
name Janos Bolyai Mathematical Society
pub_time 2002
specification
page_count 13 s.
serial
title Limit Theorems in Probability and Statistics
page_num 175-187
editor
name1 Berkes
name2 I.
editor
name1 Csaki
name2 E.
editor
name1 Csorgo
name2 M.
keyword Kernel type estimators
keyword gradual changes
author (primary)
ARLID cav_un_auth*0213004
name1 Horvath
name2 L.
country US
author
ARLID cav_un_auth*0101112
name1 Hušková
name2 Marie
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12B
cas_special
project
project_id GA201/97/1163
agency GA ČR
ARLID cav_un_auth*0005896
research CEZ:AV0Z1075907
abstract (eng) Kernel type estimators of gradual changes in a location model with independent error terms are proposed and their limit properties are studied. It is assumed that the slope that characterizes the gradual change is small. The forms of the limit distributions depend on the behavior of the kernel at the end points. Particularly, we get that either the argmax of a two-sided Brownian motion with polynomial drift is a posible limit of the normal distribution.
action
ARLID cav_un_auth*0213005
name Limit Theorems in Probability and Statistics
place Balatonlelle
country HU
dates 28.06.1999-02.07.1999
RIV BB
department SI
permalink http://hdl.handle.net/11104/0131114
ID_orig UTIA-B 20030014
arlyear 2002
mrcbU10 2002
mrcbU10 Budapest Janos Bolyai Mathematical Society
mrcbU63 Limit Theorems in Probability and Statistics 175 187
mrcbU67 Berkes I. 340
mrcbU67 Csaki E. 340
mrcbU67 Csorgo M. 340