纺织高校基础科学学报2016，Vol.29Issue(1)：55-58,71,5.DOI:10.13338/j.issn.1006-8341.2016.01.009
厚尾相依序列均值多变点 ANOVA 型检验
An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence
摘要
Abstract
In order to study multiple breaks detection of mean in heavy-tailed dependent se-quence,under the null hypothesis of no change against the alternative hypothesis of multiple change points,an ANOVA-type test statistic is proposed.Then the limiting distribution of the test statistic under the null hypothesis and the consistence of the test statistic is obtained re-spectively.Finally,the results of Monte Carlo is shown to support the argument.关键词
ANOVA 型检验统计量/厚尾相依序列/Levy 过程/多变点Key words
ANOVA-type test statistic/heavy-tailed dependent sequence/Levy process/multi-ple change points分类
数理科学引用本文复制引用
吕会琴,赵文芝,赵蕊..厚尾相依序列均值多变点 ANOVA 型检验[J].纺织高校基础科学学报,2016,29(1):55-58,71,5.基金项目
国家自然科学基金青年基金资助项目(11201372) （11201372）
陕西省教育厅科研计划资助项目(2013JK0592) （2013JK0592）
