模型

% : m ^ ( 2 ) = m 0

% : | τ ^ j τ 0 | < h

变点均值

模型A γ 0 = 1 , γ 1 = 0.2 , δ 1 = 0.4

γ 0 = 1 , γ 1 = 0.3 , δ 1 = 0.5

γ 0 = 1 , γ 1 = 0.4 , δ 1 = 0.1

100

100

100

-

-

-

模型B

模型C

模型D

模型E

模型F

94

85

97

96

81

92

75

95

96

78

514.2

516.7

1252.7

676.7 1250.8

680.3 1252.2