[1] |
PAGE E S. Continuous inspection schemes[J]. Biometrika, 1954, 41: 100-115.
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[2] |
GIRAITIS L, LEIPUS R, SURGAILIS D. The change-point problem for dependent observations[J]. Statistical Planning and Inference, 1996, 53(3): 297-310.
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[3] |
CSORGO M, HORWLTH L. Limit Theorems in Change-Point Analysis[M]. Chichester, UK: John Wiley and Sons Ltd, 1997.
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[4] |
HORVATH L, KOKOSZKA P. The effect of long-range dependence on change-point estimators[J]. Statistical Planning and Inference, 1997, 64(1): 57-81.
|
[5] |
KOKOSZKA P, LEIPUS R. Testing for parameter changes in ARCH models[J]. Lithuanian Mathematical Journal, 1999, 39(2): 182-195.
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[6] |
HARIZ S B, WYLIE J J. Rates of convergence for the change-point estimator for long-range dependent sequences[J]. Statistics and Probability Letters, 2005, 73(2): 155-164.
|
[7] |
HARIZ S B , WYLIE J J, ZHANG Q. Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences[J]. The Annals of Statistics, 2007, 35(4): 1802-1826.
|
[8] |
NIE W L , HARIZ S B, WYLIE J J, et al. Change-point detection for long-range dependent sequences in a general setting[J]. Nonlinear Analysis, 2009, 71(12): 2398-2405.
|
[9] |
FREMDT S. Asymptotic distribution of the delay time in Page’s sequential procedure[J]. Statistical Planning and Inference, 2013, 145: 74-91.
|
[10] |
CHEN Z H, HU Y J. Cumulative sum estimator for change-point in panel data[J]. Statistical Papers, 2017, 58: 707-728.
|
[11] |
QIN R B, MA J J. An efficient algorithm to estimate the change in variance[J]. Economics Letters, 2018, 168:15-17.
|
[12] |
XU M, WU Y, JIN B. Detection of a change-point in variance by a weighted sum of powers of variances test[J]. Journal of Applied Statistics, 2019, 46(4): 664-679.
|
[13] |
TAN C C, SHI X P, WU Y H. On nonparametric change point estimator based on empirical characteristic functions[J]. Science China Mathematics, 2016, 59(12): 2463-2484.
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[14] |
Federal Reserve Bank of St. Louis. Consumer price index for all urban consumers: All items in U.S. city average (CPIAUCSL)[EB/OL]. [2020-04-01]. https://fred.stlouisfed.org/series/CPIAUCSL.
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[15] |
王伟. 基于M估计的线性回归模型均值变点检测[D]. 南京:东南大学, 2011.)
|
[1] |
PAGE E S. Continuous inspection schemes[J]. Biometrika, 1954, 41: 100-115.
|
[2] |
GIRAITIS L, LEIPUS R, SURGAILIS D. The change-point problem for dependent observations[J]. Statistical Planning and Inference, 1996, 53(3): 297-310.
|
[3] |
CSORGO M, HORWLTH L. Limit Theorems in Change-Point Analysis[M]. Chichester, UK: John Wiley and Sons Ltd, 1997.
|
[4] |
HORVATH L, KOKOSZKA P. The effect of long-range dependence on change-point estimators[J]. Statistical Planning and Inference, 1997, 64(1): 57-81.
|
[5] |
KOKOSZKA P, LEIPUS R. Testing for parameter changes in ARCH models[J]. Lithuanian Mathematical Journal, 1999, 39(2): 182-195.
|
[6] |
HARIZ S B, WYLIE J J. Rates of convergence for the change-point estimator for long-range dependent sequences[J]. Statistics and Probability Letters, 2005, 73(2): 155-164.
|
[7] |
HARIZ S B , WYLIE J J, ZHANG Q. Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences[J]. The Annals of Statistics, 2007, 35(4): 1802-1826.
|
[8] |
NIE W L , HARIZ S B, WYLIE J J, et al. Change-point detection for long-range dependent sequences in a general setting[J]. Nonlinear Analysis, 2009, 71(12): 2398-2405.
|
[9] |
FREMDT S. Asymptotic distribution of the delay time in Page’s sequential procedure[J]. Statistical Planning and Inference, 2013, 145: 74-91.
|
[10] |
CHEN Z H, HU Y J. Cumulative sum estimator for change-point in panel data[J]. Statistical Papers, 2017, 58: 707-728.
|
[11] |
QIN R B, MA J J. An efficient algorithm to estimate the change in variance[J]. Economics Letters, 2018, 168:15-17.
|
[12] |
XU M, WU Y, JIN B. Detection of a change-point in variance by a weighted sum of powers of variances test[J]. Journal of Applied Statistics, 2019, 46(4): 664-679.
|
[13] |
TAN C C, SHI X P, WU Y H. On nonparametric change point estimator based on empirical characteristic functions[J]. Science China Mathematics, 2016, 59(12): 2463-2484.
|
[14] |
Federal Reserve Bank of St. Louis. Consumer price index for all urban consumers: All items in U.S. city average (CPIAUCSL)[EB/OL]. [2020-04-01]. https://fred.stlouisfed.org/series/CPIAUCSL.
|
[15] |
王伟. 基于M估计的线性回归模型均值变点检测[D]. 南京:东南大学, 2011.)
|