Ratio method to estimate change points in means

摘要：

A ratio method is proposed to estimate change points in means of random sequence. The consistency and rate of convergence for the change point estimator are also established. A Monte Carlo study shows that our method has excellent performance.

关键词： change points ratio method consistency rate of convergence

作者: XIA Zhiming GUO Pengjiang ZhAO Wenzhi

作者单位: Department of Mathematics, Northwest University, Xian, China, 710069 Department of Applied Mathematic Northwestern, Polytechnical University, Xian, China,710072

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）