On weak convergence of the likelihood ratio process in multi-phase regression models
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Publication:730712
DOI10.1016/J.SPL.2008.01.081zbMATH Open1283.62040OpenAlexW2039133253MaRDI QIDQ730712FDOQ730712
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
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Cites Work
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Title not available (Why is that?)
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- Title not available (Why is that?)
- Asymptotics of maximum likelihood estimator in a two-phase linear regression model
- The minimum of an additive process with applications to signal estimation and storage theory
- Asymptotics of M-estimators in two-phase linear regression models.
- A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
- Maximum likelihood estimator in a two-phase nonlinear random regression model
- The function space D([O, ∞)ρ, E)
- Tightness and weak convergence for jump processes
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