Maximum likelihood estimator in a multi-phase random regression model

DOI10.1080/02331880801980310zbMath1274.62188OpenAlexW2013744759MaRDI QIDQ3396474

Nicolas Dapzol, Gabriela Ciuperca

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880801980310

zbMATH Keywords

asymptotic propertiesmaximum likelihood estimatorparametric regressionmultiple change-points

Mathematics Subject Classification ID

Related Items (5)

Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ The M-estimation in a multi-phase random nonlinear model ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Estimators in step regression models ⋮ The S-estimator in the change-point random model with long memory

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