线性过程方差变点的平方累计和SCUSUM估计

• 作 者: 赵文芝 夏志明
• 机 构: School of Science,Department of Mathematics
• 出 处: 数学季刊（英文版）
• 发表日期: 2004年期
• 关键词: variance change point linear process rate of convergence

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.