影响因子：0.0
DOI码：10.3969/j.issn.1005-3085.2019.06.003
发表刊物：Chinese Journal of Engineering Mathematics
关键字：Weighted-CUSUM; gradual change in structure; Weighted-CUSUM; linear models; Brownian bridge; consistency
摘要：In this paper, we study how to detect gradual changes in linear models. Firstly,the test statistics based on the weighted residual part and the weighted-CUSUM are proposed. Secondly, it is proved that the test statistics converge in distribution to the standard Brownian bridge under the original assumption, converge in distribution to the Brownian bridge with a drift term under the alternative hypothesis. The conditions for the test consistence are also given. Finally, simulation results show that the proposed method is feasible.
论文类型：期刊论文
论文编号：1005-3085 (2019) 06-0637-10
卷号：36
期号：6
页面范围：637-646
ISSN号：1005-3085
是否译文：否
第一作者：Wenzhi Zhao
通讯作者：Zhiming Xia