This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case i...This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.展开更多
Increases in climate variability, including extremes, may be expected with anthropogenic climate change, but some evidence is contrary. The issue is important because the consequences of variability can be critical fo...Increases in climate variability, including extremes, may be expected with anthropogenic climate change, but some evidence is contrary. The issue is important because the consequences of variability can be critical for ecosystems. It has long been known and often rehearsed that ecological consequences of increased variability may be greater than those that result from expected changes in mean temperature and precipitation. Tree rings have been useful indicators of ecological response to climate change and used as proxies for climate variability;work in the Rocky Mountains, USA, has been particularly informative. Chronologies from two high elevation species ranging over 2500 km were analyzed for changes in variance through time. These spatially extensive and disaggregated tree ring records do not show a consistent pattern of change in variance over the past 500 or 100 years; heteroscedasticity has recently been greater. A lack of consistent response in growth over a period encompassing changes in mean climate indicates that mountain environments, with inconsistent trends in temperature and precipitation,may be too complex to act as sentinels.展开更多
The paper investigates the sequential observations’ variance change in linear regression model. The procedure is based on a detection function constructed by residual squares of CUSUM and a boundary function which is...The paper investigates the sequential observations’ variance change in linear regression model. The procedure is based on a detection function constructed by residual squares of CUSUM and a boundary function which is designed so that the test has a small probability of false alarm and asymptotic power one. Simulation results show our monitoring procedure performs well when variance change occurs shortly after the monitoring time. The method is still feasible for regression coefficients change or both variance and regression coefficients change problem.展开更多
基金Supported by Foundation of Education Department of Shaanxi Provincial Government（2010JK561） Supported by Basic Research Foundation of Xi’an Polytechnic University（2010JC07）+1 种基金 Supported by the Special Funds of the National Natural Science Foundation of China（11026135） Supported by Chinese Ministry of Education Funds for Young Scientists（10YJC910007）
文摘This paper considers the estimation problem of a variance change-point in linear process.Consistency of a SCUSUM type change-point estimator is proved and its rate of convergence is established.The mean-unknown case is also considered.
文摘Increases in climate variability, including extremes, may be expected with anthropogenic climate change, but some evidence is contrary. The issue is important because the consequences of variability can be critical for ecosystems. It has long been known and often rehearsed that ecological consequences of increased variability may be greater than those that result from expected changes in mean temperature and precipitation. Tree rings have been useful indicators of ecological response to climate change and used as proxies for climate variability;work in the Rocky Mountains, USA, has been particularly informative. Chronologies from two high elevation species ranging over 2500 km were analyzed for changes in variance through time. These spatially extensive and disaggregated tree ring records do not show a consistent pattern of change in variance over the past 500 or 100 years; heteroscedasticity has recently been greater. A lack of consistent response in growth over a period encompassing changes in mean climate indicates that mountain environments, with inconsistent trends in temperature and precipitation,may be too complex to act as sentinels.
基金Supported by the National Natural Science Foundation of China (Grant Nos.60972150 10926197)the Scienceand Technology Innovation Foundation of Northwestern Polytechnical University (Grant No.2007KJ01033)
文摘The paper investigates the sequential observations’ variance change in linear regression model. The procedure is based on a detection function constructed by residual squares of CUSUM and a boundary function which is designed so that the test has a small probability of false alarm and asymptotic power one. Simulation results show our monitoring procedure performs well when variance change occurs shortly after the monitoring time. The method is still feasible for regression coefficients change or both variance and regression coefficients change problem.
