Bent-cable regression with autoregressive noise

DOI10.1002/cjs.10070zbMath1327.62463OpenAlexW1963548829MaRDI QIDQ104279

Grace S. Chiu, Richard A. Lockhart, Grace S. Chiu, Richard A. Lockhart

Publication date: 31 August 2010

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10070

zbMATH Keywords

time seriesmaximum likelihoodchange pointssegmented regressionconditional least squares

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

Generalized bent-cable methodology for changepoint data: a Bayesian approach ⋮ Bayesian bivariate bent-cable model for longitudinal data ⋮ Bent-cable quantile regression model ⋮ Therapeutic Hypothermia: Quantification of the Transition of Core Body Temperature Using the Flexible Mixture Bent-Cable Model for Longitudinal Data ⋮ bentcableAR

Uses Software

• rms

Cites Work

• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
• Local asymptotic normality for regression models with long-memory disturbance
• Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood
• Asymptotic expansions for the mean and variance of the serial correlation coefficient
• Maximization by Parts in Likelihood Inference
• Bent-Cable Regression Theory and Applications
• BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
• Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
• Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes.

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