Estimation of a change-point in the mean function of functional data

Alexander Aue, Robertas Gabrys, Lajos Horvath and Piotr Kokoszka

Journal of Multivariate Analysis, 2009, vol. 100, issue 10, 2254-2269

Abstract: The paper develops a comprehensive asymptotic theory for the estimation of a change-point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the limit distribution of a suitably defined change-point estimator depends on the size and location of the change. The theoretical insights are confirmed by a simulation study which illustrates the behavior of the estimator in finite samples.

Keywords: Change-point; estimation; Mean; function; Functional; data; analysis (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (28)

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