关于变点个数及位置的检测和估计

被引:18
作者
缪柏其
赵林城
谭智平
机构
[1] 中国科学技术大学统计与金融系
[2] 中国科学技术大学统计与金融系 合肥
[3] 合肥
关键词
变点; 强相合; 协方差矩阵; 均值向量; 信息论准则; 模型选择;
D O I
暂无
中图分类号
O211.67 [期望与预测];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
本文根据信息论准则研究变点问题在模型选择的框架下,研究变点个数和变点 位置的检测,证明当方差不同时,均值向量变点个数及变点位置估计的强相合性
引用
收藏
页码:26 / 39
页数:14
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