【摘 要】
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The asymptotic distribution of the change-point estimator in a jump changepoint model is considered.For the jump change-point model Xi =a + θI{[nTo] ＜ i ≤n} +
【机 构】
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School of Mathematics,College of Mathematics,Department of Statistics and Finance
论文部分内容阅读
The asymptotic distribution of the change-point estimator in a jump changepoint model is considered.For the jump change-point model Xi =a + θI{[nTo] ＜ i ≤n} + εi,where εi (i =1,…,n) are independent identically distributed random variables with Eεi=0 and Var(εi) ＜ oo,with the help of the slip window method,the asymptotic distribution of the jump change-point estimator (T) is studied under the condition of the local alternative hypothesis.
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