影响因子：0.0
发表刊物：Chinese Journal of Engineering Mathematics
刊物所在地：国内公开发行
关键字：linear process; variance change; Hajek-Renyi type inequality; rate of convergence
摘要：This paper considers the estimation problem of a variance change point in the linear process. We proposed the CUSUM-type estimators of the variance change point. The Hajek-Renyi type inequality for the linear process is given when the errors are uncorrelated and the rate of convergence for estimator is also established. The result is valid under weak assumptions. A simple simulation supports our result.
论文类型：期刊论文
论文编号：1005-3085(2009)02-0273-05
卷号：26
期号：2
页面范围：273-277
ISSN号：1005-3085
是否译文：否
第一作者：Wenzhi Zhao
合写作者：Zhiming Xia