影响因子：0.0
DOI码：10.3969/j.issn.1001-4268.2012.02.001
发表刊物：Chinese Journal of Applied Probability and Statistics
关键字：Change points; jump size; IV models; weighted-CUSUM
摘要：This paper studies how to detect change points in IV models.LM method is proposed based on weighted residual partial sum.The asymptotic properties under null or alternative hypothesis are proved.Under some non-orthogonality condition,the test has non-trivial power when delta=1/2 and will be consistent when 0≤delta<1/2.
论文类型：期刊论文
卷号：28
期号：2
页面范围：113-122
ISSN号：1001-4268
是否译文：否
第一作者：Zhiming Xia