基于经验欧氏似然比的均值双变点检测

Mean Model with Two Change-points Detect via Empirical Euclidean Likelihood Ratio

本文讨论了均值模型中双变点的检测问题,提出了一种利用经验欧氏似然比检测变点的方法,找到了该似然比的极限分布.模拟结果表明本文提出的方法具有较好的检验功效,最后又通过飞机到达时间的实例进行了验证.

The empirical Euclidean likelihood ratio is proposed to detect two change-points in mean models.The asymptotic distribution of empirical Euclidean likelihoodratio is given.The simulation results indicate that our method has good test power.At last,the method is applied to the real example of aircraft arrival time.