The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY

Journal of Applied Statistics Pub Date : 2024-04-29 DOI:10.1080/02664763.2024.2346827

Yi Wu, Wei Wang, Shipeng Wu, Xuejun Wang

引用次数: 0

Abstract

Let {Xi,1≤i≤n} be a sequence of linear process based on dependent random variables with random coefficients, which has a mean shift at an unknown location. The weighted sum of powers in mean (WSPM,...

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用于估计随机系数线性过程中变化点的平均值幂的加权和

假设{Xi,1≤i≤n}是一串基于随机系数的从属随机变量的线性过程，在未知位置有均值移动。均值幂的加权和（WSPM，...

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来源期刊

Journal of Applied Statistics 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

126

审稿时长

6 months

期刊介绍： Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.