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| Asymptotic Distribution of the Jump Change-Point Estimator |
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Citation： |
Changchun TAN,Huifang NIU,Baiqi MIAO.Asymptotic Distribution of the Jump Change-Point Estimator[J].Chinese Annals of Mathematics B,2012,33(3):429~436 |
| Page view： 2591
Net amount： 1433 |
Authors： |
Changchun TAN; Huifang NIU; Baiqi MIAO; |
Foundation： |
the Major Programs of the Ministry of Education of China (No. 309017), the Humanities and Social Sciences Project of the Ministry of Education of China (No. 12YJC910007),the Anhui Provincial Natural Science Foundation of China (No. 1208085QA12) and the Fundamental Research Funds for the Central Universities (No. 2011HGXJ1078) |
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| Abstract： |
The asymptotic distribution of the change-point estimator in a jump change-point model is considered. For the jump change-point model $X_{i}=a+\theta I\{[n\tau_{0}] |
Keywords： |
Change-point, Local alternative hypothesis, Asymptotic distribution |
Classification： |
62F12, 62G20 |
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