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

DOI10.1524/stnd.22.4.335.64312zbMath1063.62026OpenAlexW346781198MaRDI QIDQ3024668

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 estimatormaximum likelihood estimatorcompound Poisson processparametric regression

Mathematics Subject Classification ID

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

Related Items (5)

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 ⋮ 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

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