Semiparametric shift estimation based on the cumulated periodogram for non-regular functions

DOI10.1214/11-EJS599zbMath1274.62230MaRDI QIDQ1952176

Ismaël Castillo, Eric A. Cator

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1298644286

zbMATH Keywords

semi-parametric modelsnon-regular caseestimation of the center of symmetryGaussian white noise models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors

Cites Work

• Estimating the period of a signal of unknown shape corrupted by white noise
• Sharper bounds for Gaussian and empirical processes
• Minimax estimation of sharp change points
• Weak convergence and empirical processes. With applications to statistics
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• Semi-parametric second-order efficient estimation of the period of a signal
• Penalized maximum likelihood and semiparametric second-order efficiency
• Asymptotic Statistics
• Semiparametric estimation of the frequency of unknown periodic functions and its application to laser vibrometry signals

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