厚尾分佈轉折曲線的非參估計

碩士 === 國立彰化師範大學 === 數學系所 === 99 === In this thesis, we propose an efficient algorithm to detect an unknown change‐curve emerging in a random field generated by heavy‐tailed innovations. Even when we are confronted with a change‐in‐mean or change‐in‐variance problems, we are not able to adopt the con...

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Bibliographic Details
Main Author: 蔡風利
Other Authors: 鄭 宗 琳
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/93607251512919783409