Jin Ling, Xiao-qin Li, Wen-zhi Yang, Jian-ling Jiao
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引用次数: 0
Abstract
In this paper, we investigate the CUSUM statistic of change point under the negatively associated (NA) sequences. By establishing the consistency estimators for mean and covariance functions respectively, the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge, which extends the results obtained under the case of an independent normal sample and the moving average processes. Finally, the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.
期刊介绍：
Applied Mathematics promotes the integration of mathematics with other scientific disciplines, expanding its fields of study and promoting the development of relevant interdisciplinary subjects.
The journal mainly publishes original research papers that apply mathematical concepts, theories and methods to other subjects such as physics, chemistry, biology, information science, energy, environmental science, economics, and finance. In addition, it also reports the latest developments and trends in which mathematics interacts with other disciplines. Readers include professors and students, professionals in applied mathematics, and engineers at research institutes and in industry.
Applied Mathematics - A Journal of Chinese Universities has been an English-language quarterly since 1993. The English edition, abbreviated as Series B, has different contents than this Chinese edition, Series A.
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