《山东大学学报(理学版)》 ›› 2026, Vol. 61 ›› Issue (9): 123-130.doi: 10.6040/j.issn.1671-9352.0.2024.099
• • 上一篇
郑冬雪1,魏岳嵩1*,许天明2
ZHENG Dongxue1, WEI Yuesong1*, XU Tianming2
摘要： 针对随机误差项是独立同分布序列的均值渐变模型中可能存在的变点问题,提出一种改进的Ratio检验统计量来检验变点的存在性,并得到Ratio检验统计量在原假设和备择假设下的极限分布。最后,通过数值模拟和实证分析说明Ratio检验法的有效性。
中图分类号:
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