Maximum likelihood estimator in a two-phase nonlinear random regression model

DOI10.1524/STND.22.4.335.64312MaRDI QIDQ3024668zbMATH OpenOpenAlexFDO

Authors Gabriela Ciuperca

Publication date 1 July 2005

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.22.4.335.64312

zbMATH Keywords

change-point estimatorcompound Poisson processmaximum likelihood estimatorparametric regression

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(8)

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• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• Estimators in step regression models
• The LAD estimation of the change-point linear model with randomly censored data
• Maximum likelihood estimator in a multi-phase random regression model
• Maximum likelihood estimation in generalized broken-line regression
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
• On weak convergence of the likelihood ratio process in multi-phase regression models

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