点击次数：

所属单位：航空学院

发表刊物：JOURNAL OF INEQUALITIES AND APPLICATIONS

关键字：Multiple change points Linear processes under NSD Variance change CUSUM-type estimation Weak convergence rate

摘要：This paper focuses on the issue of detecting the multiple change points for linear processes under negatively super-additive dependence (NSD). We propose a CUSUM-type method in the multiple variance change model and establish the weak convergence rate of the change points estimation. To carry out this method, we give a multiple variance-change iterative (MVCI) algorithm. Additionally, some simulations are implemented to substantiate the validity of the CUSUM-type method. Comparison with some best methods indicates that the CUSUM-type change point estimation is computationally competitive and superior in terms of the mean squared error (MSE).

ISSN号：1029-242X

是否译文：否

发表时间：2019-08-15

合写作者：Yu, Yuncai,Liu, Ling,Zhao, Piao

通讯作者：刘心声