The CUSUM statistic of change point under NA sequences

作     者：LING Jin LI Xiao-qin YANG Wen-zhi JIAO Jian-ling LING Jin;LI Xiao-qin;YANG Wen-zhi;JIAO Jian-ling

作者机构：School of ManagementHefei University of TechnologyHefei 230009China Center for Applied MathematicsSchool of Mathematical SciencesAnhui UniversityHefei 230061China 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：2021年第36卷第4期

页      面：512-520页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the NNSF of China(11701004,11801003) NSSF of China(14ATJ005) NSF of Anhui Province(1808085QA03,1808085QA17,1808085QF212,2008085MA14) Provincial Natural Science Research Project of Anhui Colleges(KJ2019A0006,KJ2019A0021) 

主　　题：CUSUM statistic limit distribution NA sequences Brownian bridge 

摘      要：In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)*** establishing the consistency estimators for mean and covariance functions respectively,the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge,which extends the results obtained under the case of an indepen-dent normal sample and the moving average ***,the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.