Inference about the Point of Change in a Regression Model

DOI10.2307/2346352MaRDI QIDQ3968319zbMATH OpenOpenAlexFDO

Authors Sylvia R. Esterby, A. H. El-Shaarawi

Publication date 1981

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2346352

zbMATH Keywords

change- pointconditional likelihoodsestimation of degreemarginal likelihood functionsegmented polynomial regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric inference (62F99) General nonlinear regression (62J02)

Cited in

(6)

• Tests for parameter changes at unknown times in linear regression models
• A conversation with Abdel H. El-Shaarawi
• Change-point problems: bibliography and review
• Inference for single and multiple change-points in time series
• Estimating coefficients of two-phase linear regression model with autocorrelated errors
• Time series regression with persistent level shifts

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