Estimating coefficients of two-phase linear regression model with autocorrelated errors
DOI10.1016/0167-7152(93)90178-LzbMATH Open0779.62055MaRDI QIDQ689486FDOQ689486
Publication date: 19 January 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Parameter estimation in regression models with autocorrelated errors using irregular data
- Estimation of variable regression parameters as a two-criterion problem
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- [[:Publication:4934211|Title not available (Why is that?)]]
iterative algorithmspline regressionnumerical exampleautocorrelated errorsswitching regression modelfirst-order autoregressive disturbancesfrequentist approachsediment settling datasegmented regression modeltwo-phase linear regression model
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Fitting Segmented Curves Whose Join Points Have to be Estimated
- Some Hypotheses Concerning Two Phase Regression Lines
- Inference about the intersection in two-phase regression
- Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
- Parameter changes in a regression model with autocorrelated errors
- Inference about the Point of Change in a Regression Model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Inference in Two-Phase Regression
Cited In (1)
This page was built for publication: Estimating coefficients of two-phase linear regression model with autocorrelated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689486)
