关于至多一个变点模型的跳变度和坡变度估计向量的渐近分布

Asymptotic Distribution for Estimator of the Magnitude of Jump and Slope Change in a Model with at Most One Change Point

对至多一个变点模型其中c(1/n),…,(c(n/n)独立同分布,讨论了变点t_0处,跳变度(α_2-α_1)和坡变度(β_2-β_1)估计向量的渐近分布,且为二维正态分布.

For the change point model with at most one change x(i/n) = f(i/n) + ε(i/n), where ε(1/n), … , ε(n/n) are independently and identically distributed. In this paper, we have discussed the asymptotic distribution of estimate Vector of the magnitude of jump α2 - α1 and slope change β2 - β1 and have obtained that the asymptotic distribution is two-dimensional normal.