[KSCI] Korea Science Citation Index Service

A Change-point Estimator with Unsymmetric Fourier Series

Kim, Jaehee (Department of Statistics, Duksung Women′s University)

Publication Information

Journal of the Korean Statistical Society / v.31, no.4, 2002 , pp. 533-543 More about this Journal

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

Change-point model; sample Fourier coefficients; stochastic process; consistent;

Citations & Related Records

Reference

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