具有负相关误差均值渐变模型渐变变点估计  

Gradual Change Point Estimation of the Mean Gradual Model with Negatively Associated Error

作　　者：郑冬雪 魏岳嵩 ZHENG Dongxue;WEI Yuesong(School of Mathematics and Statistics,Huaibei Normal University,235000,Huaibei,Anhui,China)

机构地区：[1]淮北师范大学数学与统计学院,安徽淮北235000

出　　处：《淮北师范大学学报（自然科学版）》2024年第2期15-20,共6页Journal of Huaibei Normal University：Natural Sciences

基　　金：国家自然科学基金项目(61806155);安徽省自然科学基金项目(1908085MF186);安徽省高等学校自然科学基金项目(KJ2020A0024)。

摘　　要：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。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.

关 键 词：负相关序列 均值渐变模型 相合性 收敛速度 

分 类 号：O211.1[理学—概率论与数理统计]