| 谭常春,牛惠芳,缪柏其.跳跃度变点模型变点估计的收敛速度[J].数学年刊A辑,2010,31(3):257~254 |
| 跳跃度变点模型变点估计的收敛速度 |
| Convergence Rate for the Change-Point Estimator in a Simple Change-Point Model |
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| DOI： |
| 中文关键词: 变点 滑窗 强相合 收敛速度 |
| 英文关键词: |
| 基金项目:教育部重大专项，卫生部重大专项，中央高校基本科研业务费专项(No.2010HGXJ0201)资助的项目 |
| Author Name | Affiliation | E-mail | | TAN Changchun | School of Mathematics, Heifei University of Technology, Hefei 230009, China. | cctan@ustc.edu.cn | | NIU Huifang | 2College of Mathematics and Science, Luoyang Normal University, Luoyang
471022, Henan, China. | hfniu@lynu.edu.cn | | MIAO Baiqi | Department of Statistics and Finance, University of Science and Technology of
China, Hefei 230026, China. | bqmiao@ustc.edu.cn |
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| 中文摘要: |
| 对至多只有一个跳跃度变点τ[0的模型Xi=α+θI{[nτ0]＜i≤n}+εi,其中εi独立同分布,i=1,…,n.利用滑窗方法给出了强、弱相合性以及强、弱收敛速度,并进一步研究了在局部对立条件下变点估计的OP收敛速度. |
| 英文摘要: |
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