This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case i...This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.展开更多
基金Supported by Foundation of Education Department of Shaanxi Provincial Government（2010JK561） Supported by Basic Research Foundation of Xi’an Polytechnic University（2010JC07）+1 种基金 Supported by the Special Funds of the National Natural Science Foundation of China（11026135） Supported by Chinese Ministry of Education Funds for Young Scientists（10YJC910007）
文摘This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.
