Detection of changes in linear sequences

被引：19

作者：

Horvath, L ^{[1
]}

机构：

[1] UNIV UTAH, DEPT MATH, SALT LAKE CITY, UT 84112 USA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1997年 / 49卷 / 02期

关键词：

change-point; linear sequence; dependent observations;

D O I：

10.1023/A:1003110912735

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss the asymptotic properties of some tests to detect possible changes in the mean of linear processes.

引用

页码：271 / 283

页数：13

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