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5. Consistency of change point estimators for symmetrical stable distribution with parameters shift

Consistency of change point estimators for symmetrical stable distribution with parameters shift

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：WHO891225

【摘 要】

：

Assume that the characteristic indexαof stable distribution satisfies 1【α【2,and that the distribution is symmetrical about its mean.We consider the change p

【作 者】

：

XiaoPing Shi (1) (2)  BaiQi 

【机 构】

：

1.DeptartmentofStatisticsandFinance,2.CollegeofScience

【出 处】

：

中国科学：数学英文版

【发表日期】

：

2008年5期

【关键词】

：

stable distribution change point CONSISTENCY STRONG CONVERGENCE rate stable dist 

【基金项目】

：

the National Natural Science Foundation of China (Grant No.10471135) ,Graduate Innovation Fund of the University of Science and Technology of China (Grant No.KD2006063)

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Assume that the characteristic indexαof stable distribution satisfies 1【α【2,and that the distribution is symmetrical about its mean.We consider the change point estimators for stable distribution withαor scale parameterβshift.For the one case that mean is

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