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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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p阶自回归模型中的变点检验问题
, PP. 13-17
Keywords: 变点,自回归模型,极大似然法,最小二乘法
Abstract:
变点问题是统计学中一个较新的课题.本文讨论了p阶自回归模型中的变点检验问题,对于自回归模型在模型的白噪声序列的方差σ2未知的条件下,分别利用最大似然估计方法和最小二乘法给出了变点的检验统计量,并得到统计量的渐近分布,最后给出了证明.
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