The SCUSUM Estimation of Variance Change Point in Linear Process

作     者：ZHAO Wen-zhi XIA Zhi-ming ZHAO Wen-zhi;XIA Zhi-ming

作者机构：School of Science Xi＇an Polytechnic University Xi＇an 710048 China Department of MathematicsNorthwest University Xi＇an 710069 China 

出 版 物：《Chinese Quarterly Journal of Mathematics》 (数学季刊（英文版）)

年 卷 期：2011年第26卷第2期

页      面：170-173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 Foundation of Education Department of Shaanxi Provincial Government(2010JK561) Supported by Basic Research Foundation of Xi’an Polytechnic University(2010JC07) Supported by the Special Funds of the National Natural Science Foundation of China(11026135) Supported by Chinese Ministry of Education Funds for Young Scientists(10YJC910007) 

主　　题：variance change point linear process rate of convergence 

摘      要：This paper considers the estimation problem of a variance change-point in linear *** of a SCUSUM type change-point estimator is proved and its rate of convergence is *** mean-unknown case is also considered.