哈尔滨商业大学学报（自然科学版）2016，Vol.32Issue(6)：692-696,5.
厚尾均值渐变变点的最小二乘估计
Least square estimation for gradual change in mean of heavy-tailed sequence
摘要
Abstract
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 .关键词
渐变模型/厚尾序列/最小二乘估计Key words
gradual change model/heavy-tailed sequence/least squares estimation分类
数理科学引用本文复制引用
任肖霖,赵文芝..厚尾均值渐变变点的最小二乘估计[J].哈尔滨商业大学学报（自然科学版）,2016,32(6):692-696,5.基金项目
国家自然科学基金青年基金资助项目（11201372）；陕西省教育厅科研计划资助项目 （）
