Estimating switching regressions: a computational note

DOI10.1080/00949658008810352zbMath0432.65071OpenAlexW2110405012MaRDI QIDQ3870266

W. Craig Riddell

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810352

zbMATH Keywords

structural changeswitching regressionsrecursive residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Evolutionary computation of a deterministic switching regressions estimator ⋮ Empirical process based on the recursive residuals in functional measurement error models

Cites Work

• On asymptotic distribution theory in segmented regression problems - identified case
• The log likelihood ratio in segmented regression
• Testing for functional misspecification in regression analysis
• A comparison of the power of some tests for heteroskedasticity in the general linear model
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Inference about the intersection in two-phase regression

This page was built for publication: Estimating switching regressions: a computational note