Ústav teorie informace a automatizace

Jste zde

Bibliografie

Conference Paper (international conference)

Kernel type estimators for gradual changes

Horvath L., Hušková Marie

: Limit Theorems in Probability and Statistics, p. 175-187 , Eds: Berkes I., Csaki E., Csorgo M.

: Janos Bolyai Mathematical Society, (Budapest 2002)

: Limit Theorems in Probability and Statistics, (Balatonlelle, HU, 28.06.1999-02.07.1999)

: CEZ:AV0Z1075907

: GA201/97/1163, GA ČR

: Kernel type estimators, gradual changes

(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.

: 12B

: BB

07.01.2019 - 08:39