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 |
|
serial |
title
|
Limit Theorems in Probability and Statistics |
page_num |
175-187 |
editor |
|
editor |
|
editor |
|
|
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 |
|