Estimation in segmented regression: known dumber of regimes1

DOI10.1080/02331888208801645zbMath0489.62079OpenAlexW1970613626MaRDI QIDQ3951422

Ursula E. Schulze

Publication date: 1982

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888208801645

zbMATH Keywords

switching regressionmaximum likelihoodleast squaresBayes estimatorssegmented regressionchange indexknown number of regimesphase- regressionreview of methods for estimating change points

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Bayesian criteria for discriminating among regression models with one possible change point

This page was built for publication: Estimation in segmented regression: known dumber of regimes¹