| 线性过程方差变点的平方累计和SCUSUM估计(英文) |
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| 引用本文： | 赵文芝,夏志明.线性过程方差变点的平方累计和SCUSUM估计(英文)[J].数学季刊,2011(2):170-173. |
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| 作者姓名： | 赵文芝 夏志明 |
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| 作者单位： | School of Science;Xi'an Polytechnic University;Department of Mathematics;Northwest University; |
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| 基金项目： | 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) |
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| 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.
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| 关 键 词： | variance change point linear process rate of convergence |
The SCUSUM Estimation of Variance Change Point in Linear Process |
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| ZHAO Wen-zhi,XIA Zhi-ming.The SCUSUM Estimation of Variance Change Point in Linear Process[J].Chinese Quarterly Journal of Mathematics,2011(2):170-173. |
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| Authors: | ZHAO Wen-zhi XIA Zhi-ming |
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| Institution: | ZHAO Wen-zhi1,XIA Zhi-ming2(1.School of Science,Xi'an Polytechnic University,Xi'an 710048,China,2.Department of Mathematics,Northwest University,Xi'an 710069,China) |
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| Abstract: | 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. |
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| Keywords: | variance change point linear process rate of convergence |
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