摘要
In this paper,we investigate the CUSUM statistic of change point under the neg-atively 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 indepen-dent 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.
基金
Supported by the NNSF of China(11701004,11801003)
NSSF of China(14ATJ005)
NSF of Anhui Province(1808085QA03,1808085QA17,1808085QF212,2008085MA14)
Provincial Natural Science Research Project of Anhui Colleges(KJ2019A0006,KJ2019A0021).
