Maximum likelihood estimator in a multi-phase random regression model

DOI10.1080/02331880801980310zbMath1274.62188OpenAlexW2013744759MaRDI QIDQ3396474

Nicolas Dapzol, Gabriela Ciuperca

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880801980310

zbMATH Keywords

asymptotic propertiesmaximum likelihood estimatorparametric regressionmultiple change-points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) General nonlinear regression (62J02)

Related Items (5)

Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ The M-estimation in a multi-phase random nonlinear model ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Estimators in step regression models ⋮ The S-estimator in the change-point random model with long memory

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