纺织高校基础科学学报2017，Vol.30Issue(2)：220-225,6.DOI:10.13338/j.issn.1006-8341.2017.02.010
相依序列均值和方差变点的估计
Estimation on mean-variance change-point ofdependent sequence
摘要
Abstract
The linear dependent sequences estimate problem of mean-variance change-points exist at the same times is studied by establishing the statistical model and constracting the CUSUM statistics of mean and variance change points are.Considering the effect of mean change point,by calculating the convergence speed of mean change point estimator,two different cases of variance change points of mean and the mean change point known and unknown are analyzed,and the convergence speed of variance change point estimators are also calculated.关键词
相依序列/变点问题/CUSUM估计/收敛速度Key words
dependent sequence/change-point problem/CUSUM estimation/rate of convergence分类
数理科学引用本文复制引用
王慧敏,贺兴时,赵文芝..相依序列均值和方差变点的估计[J].纺织高校基础科学学报,2017,30(2):220-225,6.基金项目
国家自然科学基金青年科学基金资助项目(11201372) （11201372）
陕西省教育厅科研计划项目(2013JK0592) （2013JK0592）
