Estimating switching regressions: a computational note

DOI10.1080/00949658008810352MaRDI QIDQ3870266zbMATH OpenOpenAlexFDO

Authors W. Craig Riddell

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810352

zbMATH Keywords

recursive residualsstructural changeswitching regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A comparison of the power of some tests for heteroskedasticity in the general linear model
• Inference about the intersection in two-phase regression
• On asymptotic distribution theory in segmented regression problems - identified case
• Testing for functional misspecification in regression analysis
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The log likelihood ratio in segmented regression

Cited in

(2)

• Evolutionary computation of a deterministic switching regressions estimator
• Empirical process based on the recursive residuals in functional measurement error models

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