The SCUSUM Estimation of Variance Change Point in Linear Process

Chinese Quarterly Journal of Mathematics ›› 2011, Vol. 26 ›› Issue (2): 170-173.

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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)；

Abstract

CLC Number:

O212.1

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.

[1]	LU Yi-qiang, LI Yu-ping. The Latest Progress in Varying-coeffcient Models [J]. Chinese Quarterly Journal of Mathematics, 2009, 24(4): 475-484.
[2]	ZHANG Jian-guo. The Optimal Weighted Combinational Forecasting with Constant Terms [J]. Chinese Quarterly Journal of Mathematics, 2007, 22(1): 109-113.

The SCUSUM Estimation of Variance Change Point in Linear Process

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