当前位置:
X-MOL 学术
›
Commun. Stat. Theory Methods
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
A new limit result in change point analysis
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2021-04-26 , DOI: 10.1080/03610926.2021.1910843 Shrief Prince Atya 1 , Abdalla Abdel-Ghaly 1 , Rasha Ebaid 2
中文翻译:
变化点分析中的新限制结果
更新日期:2021-04-26
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2021-04-26 , DOI: 10.1080/03610926.2021.1910843 Shrief Prince Atya 1 , Abdalla Abdel-Ghaly 1 , Rasha Ebaid 2
Affiliation
Abstract
Change points are abrupt changes in time ordered data. The cumulative sum (CUSUM) test statistic is an important statistic for testing for a change point. In this article, we prove a functional central limit theorem for heterogeneous α-mixing triangular array in assuming a Riemann integrable variance function. We investigate the asymptotic behavior of the CUSUM statistic under the null and alternative hypotheses through a simulation.
中文翻译:
变化点分析中的新限制结果
摘要
变化点是按时间排序的数据的突然变化。累积和 (CUSUM) 检验统计量是用于检验变化点的重要统计量。在本文中,我们证明了异质α -混合三角阵列的泛函中心极限定理假设黎曼可积方差函数。我们通过模拟研究原假设和备择假设下 CUSUM 统计量的渐近行为。