On weak convergence of the likelihood ratio process in multi-phase regression models

DOI10.1016/J.SPL.2008.01.081MaRDI QIDQ730712zbMATH OpenOpenAlexFDO

Authors Takayuki Fujii

Publication date 30 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.081

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 1487640 (Why is no real title available?)
• A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Asymptotics of M-estimators in two-phase linear regression models.
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• The function space D([O, ∞)ρ, E)
• The minimum of an additive process with applications to signal estimation and storage theory
• Tightness and weak convergence for jump processes

Cited in

(4)

• Maximum likelihood estimator in a multi-phase random regression model
• On a Poissonian change-point model with variable jump size
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model

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