Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051): Difference between revisions

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scientific article; zbMATH DE number 7778704

Language	Label	Description	Also known as
English	Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime	scientific article; zbMATH DE number 7778704

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scholarly article

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title

Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (English)

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Statistica Neerlandica

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publication date

15 December 2023

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zbMATH Keywords

consistency

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model selection

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polynomial regression models

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threshold points

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1111/stan.12268

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cites work

Testing for changes in polynomial regression

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On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data

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Consistencies and rates of convergence of jump-penalized least squares estimators

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Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation

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Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model

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LASSO estimation of threshold autoregressive models

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On asymptotic distribution theory in segmented regression problems - identified case

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Sample Splitting and Threshold Estimation

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Multiple Change-Point Estimation With a Total Variation Penalty

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Robust inference for threshold regression models

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Inference for single and multiple change-points in time series

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Optimal Detection of Changepoints With a Linear Computational Cost

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Asymptotic results in segmented multiple regression

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Q5470686

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On the least squares estimation of multiple-regime threshold autoregressive models

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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS

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Q4344418

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Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables

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Estimating the number of change-points via Schwarz' criterion

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Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks

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Identifiers

Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6068051

@@ Property / DOI @@
-.1111/stan.12268
@@ Property / DOI: 10.1111/stan.12268 / rank @@
-Normal rank
@@ Property / cites work @@
+Testing for changes in polynomial regression
@@ Property / cites work: Testing for changes in polynomial regression / rank @@
+Normal rank
@@ Property / cites work @@
+On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
+Normal rank
@@ Property / cites work @@
+Consistencies and rates of convergence of jump-penalized least squares estimators
+Normal rank
@@ Property / cites work @@
+Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+LASSO estimation of threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+On asymptotic distribution theory in segmented regression problems - identified case
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Change-Point Estimation With a Total Variation Penalty
+Normal rank
@@ Property / cites work @@
+Robust inference for threshold regression models
@@ Property / cites work: Robust inference for threshold regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for single and multiple change-points in time series
+Normal rank
@@ Property / cites work @@
+Optimal Detection of Changepoints With a Linear Computational Cost
+Normal rank
@@ Property / cites work @@
+Asymptotic results in segmented multiple regression
+Normal rank
@@ Property / cites work @@
+Q5470686
@@ Property / cites work: Q5470686 / rank @@
+Normal rank
@@ Property / cites work @@
+On the least squares estimation of multiple-regime threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Q4344418
@@ Property / cites work: Q4344418 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank
@@ Property / cites work @@
+Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks
+Normal rank
@@ Property / DOI @@
+.1111/STAN.12268
@@ Property / DOI: 10.1111/STAN.12268 / rank @@
+Normal rank