Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Change-point Estimator with Unsymmetric Fourier Series

  • Kim, Jaehee (Department of Statistics, Duksung Women′s University)
  • Published : 2002.12.01
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Abstract

In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The window size is different according to the data in the left side and in the right side at each point. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

Keywords

References

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