Estimating switching regressions: a computational note
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Publication:3870266
DOI10.1080/00949658008810352zbMath0432.65071OpenAlexW2110405012MaRDI QIDQ3870266
Publication date: 1980
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658008810352
Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (2)
Evolutionary computation of a deterministic switching regressions estimator ⋮ Empirical process based on the recursive residuals in functional measurement error models
Cites Work
- On asymptotic distribution theory in segmented regression problems - identified case
- The log likelihood ratio in segmented regression
- Testing for functional misspecification in regression analysis
- A comparison of the power of some tests for heteroskedasticity in the general linear model
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Inference about the intersection in two-phase regression
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