影响因子：0.0
发表刊物：Chinese Quarterly Journal of Mathematics
刊物所在地：国内公开发行
关键字：variance change point; linear process; rate of convergence
摘要：This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.
论文类型：期刊论文
论文编号：1002-0462(2011)02-0170-04
卷号：26
期号：2
页面范围：170-173
ISSN号：1002-0462
是否译文：否
第一作者：Wenzhi Zhao
合写作者：Zhiming Xia