线性过程方差变点的平方累计和SCUSUM估计

数学季刊 ›› 2011, Vol. 26 ›› Issue (2): 170-173.

线性过程方差变点的平方累计和SCUSUM估计

1. School of Science, Xi'an Polytechnic University2. Department of Mathematics, Northwest University

收稿日期:2008-09-01 出版日期:2011-06-30 发布日期:2023-04-26
作者简介:ZHAO Wen-zhi(1979-), female, native of Ankang, Shannxi, Ph.D., engages in linear and nonlinear time series.
基金资助:
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)；

The SCUSUM Estimation of Variance Change Point in Linear Process

1. School of Science, Xi'an Polytechnic University2. Department of Mathematics, Northwest University

Received:2008-09-01 Online:2011-06-30 Published:2023-04-26
About author:ZHAO Wen-zhi(1979-), female, native of Ankang, Shannxi, Ph.D., engages in linear and nonlinear time series.
Supported by:
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)；

摘要/Abstract

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.

关键词: variance change point, linear process, rate of convergence

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.

Key words: variance change point, linear process, rate of convergence

中图分类号:

O212.1

赵文芝, 夏志明. 线性过程方差变点的平方累计和SCUSUM估计[J]. 数学季刊, 2011, 26(2): 170-173.

ZHAO Wen-zhi, XIA Zhi-ming. The SCUSUM Estimation of Variance Change Point in Linear Process[J]. Chinese Quarterly Journal of Mathematics, 2011, 26(2): 170-173.

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