中文摘要：

利用最小二乘估计方法,给出随机误差为ARCH过程的均值渐变变点估计量,并证明了该估计量的相合性及收敛速度.通过Monte Carlo模拟说明估计的有效性.

英文摘要：

In this paper, the change -point estimation problem for gradual change in the mean of heavy -tailed sequence was considered. Least squares method was constructed and the consistency of the estimator was proved. The rate of convergence was also studied, Monte Carlo simulations demonstrated that the proposed method was effective.