Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2002.11a
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- Pages.109-114
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- 2002
CHANGE-POINT ESTIMATION WITH SAMPLE FOURIER COEFFICIENTS
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 asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.