The SCUSUM Estimation of Variance Change Point in Linear Process
- ISSN号:1002-0462
- 期刊名称:《数学季刊:英文版》
- 时间:0
- 分类:O212.1[理学—概率论与数理统计;理学—数学]
- 作者机构:[1]School of Science, Xi'an Polytechnic University, Xi'an 710048, China, [2]Department of Mathematics,Northwest University, Xi'an 710069, China
- 相关基金:Supported by Foundation of Education Department of Shaanxi Provincial Government(2010JK561); Supported by Basic Research Foundation of Xi’an Polytechnic University(2010JC07); Supported by the Special Funds of the National Natural Science Foundation of China(11026135); Supported by Chinese Ministry of Education Funds for Young Scientists(10YJC910007)
中文摘要:
这份报纸在线性过程考虑一个变化变化点的评价问题。一个 SCUSUM 类型变化点评估者的一致性被证明,它集中的率被建立。平均数未知的盒子也被考虑。
英文摘要:
This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.