Maximum likelihood estimator in a multi-phase random regression model

DOI10.1080/02331880801980310MaRDI QIDQ3396474zbMATH OpenOpenAlexFDO

Authors Gabriela Ciuperca, Nicolas Dapzol

Publication date 18 September 2009

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880801980310

zbMATH Keywords

asymptotic propertiesmaximum likelihood estimatorparametric regressionmultiple change-points

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 192936 (Why is no real title available?)
• scientific article; zbMATH DE number 1487640 (Why is no real title available?)
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• Bayesian deconvolution of Bernoulli-Gaussian processes
• Change point estimation using nonparametric regression
• Change-Point Estimation as a Nonlinear Regression Problem
• Consistent estimation in generalized broken-line regression
• Estimating and Testing Linear Models with Multiple Structural Changes
• Inference about the intersection in two-phase regression
• Least-squares estimation of an unknown number of shifts in a time series
• Maximum likelihood estimation in generalized broken-line regression
• Nonparametric change-point estimation
• Nonparametric estimation of the location of a maximum in a response surface.
• Nonparametric quasi-likelihood
• On asymptotic distribution theory in segmented regression problems - identified case
• Rank based estimators of the change-point
• Serial rank statistics for detection of changes.
• The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields
• The asymptotic behavior of some nonparametric change-point estimators
• The log likelihood ratio in segmented regression

Cited in

(10)

• The S-estimator in the change-point random model with long memory
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• Estimators in step regression models
• On weak convergence of the likelihood ratio process in multi-phase regression models
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• The M-estimation in a multi-phase random nonlinear model
• The LAD estimation of the change-point linear model with randomly censored data
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• An approximate maximum likelihood procedure for parameter estimation in multivariate discrete data regression models

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