Estimation of a change in linear models

DOI10.1016/0167-7152(94)00247-9zbMath0843.62030OpenAlexW2054163700MaRDI QIDQ1914277

Marie Hušková

Publication date: 5 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00247-9

zbMATH Keywords

linear modelregression parameterslimit distributionchange pointscalerate of consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (6)

Detecting at‐Most‐m Changes in Linear Regression Models ⋮ Estimators for the Time of Change in Linear Models ⋮ Change-Point Estimation as a Nonlinear Regression Problem ⋮ Extensions of some classical methods in change point analysis ⋮ Estimation of multiple-regime regressions with least absolutes deviation ⋮ Inference for single and multiple change-points in time series

Cites Work

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• Asymptotic efficient estimation of the change point with unknown distributions
• Nonparametric change-point estimation
• Inference in a model with at most one slope-change point
• The asymptotic behavior of some nonparametric change-point estimators
• A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time
• Change-point problem and bootstrap
• Confidence bands with a given maximal size for linear regression functions

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