Asymptotics of maximum likelihood estimator in a two-phase linear regression model

DOI10.1016/S0378-3758(02)00273-2zbMath1016.62017OpenAlexW2099654863MaRDI QIDQ1866223

Hira L. Koul, Lianfen Qian

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00273-2

zbMATH Keywords

change-point estimatorcompound Poisson processn-consistencyfixed jump size

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Cites Work

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• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression
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