纺织高校基础科学学报2017，Vol.30Issue(2)：226-229,4.DOI:10.13338/j.issn.1006-8341.2017.02.011
平稳过程趋势项变点的CUSUM检验
CUSUM test for change point in stochastic trend with stationary process
摘要
Abstract
A CUSUM test for the detection of change in stochastic trend with stationary innovations is proposed.The asymptotic distribution is obtained under the null hypothesis, and the consistency of the proposed test is established.The Monte Carlo simulations demonstrate that the proposed test has a good size and high power.关键词
平稳过程/趋势项/变点/CUSUM检验Key words
stationary process/stochastic trend/change point/CUSUM test分类
数理科学引用本文复制引用
秦瑞兵,郭娟..平稳过程趋势项变点的CUSUM检验[J].纺织高校基础科学学报,2017,30(2):226-229,4.基金项目
国家自然科学基金资助项目(71501115) （71501115）
中国博士后基金资助项目(2012M510772) （2012M510772）
