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具有负相关误差均值渐变模型渐变变点估计

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文章主要探讨误差项为负相关(negatively associated,NA)的时间序列中均值渐变变点的估计问题,利用最小二乘法给出变点最小二乘估计量,证明该估计量的相合性,并推导出其收敛速度.结果表明,利用最小二乘法可以有效估计均值渐变变点,并为进一步变点分析和检测提供有力支持.
Gradual Change Point Estimation of the Mean Gradual Model with Negatively Associated Error
The estimation of the mean gradual change point where the error term is negatively associated(NA)is mainly discussed in this paper,and the least squares method is used to obtain the least squares estimator of the change point.The consistency of the estimator is proven,and the convergence rates are deduced.The results indicate that the mean gradual change points can be effectively estimated using least squares,and provide strong support for further change point analysis and detection.

negatively associatedmean gradual modelconsistencyconvergence rates

郑冬雪、魏岳嵩

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淮北师范大学 数学与统计学院,安徽 淮北 235000

负相关序列 均值渐变模型 相合性 收敛速度

国家自然科学基金安徽省自然科学基金安徽省高等学校自然科学研究项目

618061551908085MF186KJ2020A0024

2024

淮北师范大学学报(自然科学版)
淮北师范大学

淮北师范大学学报(自然科学版)

影响因子:0.222
ISSN:2095-0691
年,卷(期):2024.45(2)
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