On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and AR(1) errors

DOI10.1080/03610929108830559zbMath0724.62090OpenAlexW2008157440MaRDI QIDQ3212163

Shih-Huang Chan

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830559

zbMATH Keywords

maximum likelihood estimatorsregression coefficientsAR(1) errorsknot pointspolynomial spline regression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• On asymptotic distribution theory in segmented regression problems - identified case
• Approximate regression models and splines
• Dud, A Derivative-Free Algorithm for Nonlinear Least Squares

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