2007/01/01 by Fabrice Gamboa, Jean–Michel Loubes, Jean-Michel Loubes +2 · 1 citation
Earth and Planetary Sciences · Engineering · Mathematics · #Applied mathematics #Convergence (economics) #Estimation #Estimator #Fourier transform #Geophysics and Gravity Measurements #Mathematical analysis #Mathematics #Parametric model #Parametric statistics #Reservoir Engineering and Simulation Methods #Statistical and numerical algorithms #Statistics #Translation (biology) #math.ST #msc:60G17 #msc:62G07 #stat.TH
paper · pdf · doi:10.1214/07-ejs026
published as Electronic Journal of Statistics 2007, Vol. 1, 616-640 · Published in at http://dx.doi.org/10.1214/07-EJS026 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openalex publication_date 2007/01/01 · arxiv created 2007/12/12 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using M-estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we use the method in the applied case of velocity curve forecasting.