| 跳-斜度变点估计的强收敛速度 |
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| 引用本文： | 谭常春,陈思,缪柏其.跳-斜度变点估计的强收敛速度[J].中国科学技术大学学报,2011,41(9). |
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| 作者姓名： | 谭常春 陈思 缪柏其 |
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| 作者单位： | 1. 合肥工业大学数学学院,安徽合肥,230009
2. 中国科学技术大学统计与金融系,安徽合肥,230026 |
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| 基金项目： | 教育部科技重大专项(309017); 国家公益性行业科研专项(GYHY201006055); 中央高校基本科研业务费专项(2011HGXJ1078); 合肥工业大学博士专项(GDBJ2009-042)资助 |
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| 摘 要： | 对至多只有一个跳-斜度变点的模型,利用滑窗方法研究了独立误差分布条件下变点估计的强、弱相合性,以及强、弱收敛速度等统计推断问题.
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| 关 键 词： | 变点 滑窗 强相合 收敛速度 |
Strong convergence rate of jump-slope change-point estimation |
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| TAN Changchun,CHEN Si,MIAO Baiqi.Strong convergence rate of jump-slope change-point estimation[J].Journal of University of Science and Technology of China,2011,41(9). |
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| Authors: | TAN Changchun CHEN Si MIAO Baiqi |
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| Institution: | TAN Changchun1,CHEN Si1,MIAO Baiqi2(1.School of Mathematics,Hefei University of Technology,Hefei 230009,China,2.Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China) |
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| Abstract: | The problem of change-point was considered for the jump-slope change point model allowing at most one change.With the help of the slipping window method,the strong and weak consistency,strong and weak convergence rate of change point estimation were presented under the condition of independent identically distributed error. |
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| Keywords: | change point slip window consistency convergence rate |
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