中文摘要：

为了研究厚尾相依序列均值的多变点检验问题,在厚尾相依随机变量序列原假设无变点与备择假设存在多个变点的假设检验下,提出ANOVA型的检验统计量.分别得到在原假设下统计量的极限分布,并对统计量的一致性检验进行推导证明.最后通过数值模拟验证了该方法的有效性.

英文摘要：

In order to study multiple breaks detection of mean in heavy-tailed dependent se-quence,under the null hypothesis of no change against the alternative hypothesis of multiple change points,an ANOVA-type test statistic is proposed.Then the limiting distribution of the test statistic under the null hypothesis and the consistence of the test statistic is obtained re-spectively.Finally,the results of Monte Carlo is shown to support the argument.