期刊论文

中文

应用概率统计

1001-4268

1997

13

3

297-302

本校为第一机构

对至多一个变点模型x(i/n)＝f(i/n)＋ε(i/n), 其中f(t)＝〖JB({〗α_1＋β_1(t-t_0), 0＜t≤t_0,α_2＋β_2(t-t_0), t_0＜t≤1,〖JB)〗ε(1/n),…,ε(n/n)独立同分布, 讨论了变点t_0处, 跳变度(α_2-α_1)和坡变度(β_2-β_1)估计向量的渐近分布, 且为二维正态分布.

For the change point model with at most one change x(i/n) = f(i/n) + ε(i/n), where ε(1/n), … , ε(n/n) are independently and identically distributed. In this paper, we have discussed the asymptotic distribution of estimate Vector of the magnitude of jump α2 - α1 and slope change β2 - β1 and have obtained that the asymptotic ...