Estimating coefficients of two-phase linear regression model with autocorrelated errors

DOI10.1016/0167-7152(93)90178-LzbMath0779.62055MaRDI QIDQ689486

Tze-San Lee

Publication date: 19 January 1994

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

zbMATH Keywords

iterative algorithmnumerical examplespline regressionautocorrelated errorsswitching regression modelfirst-order autoregressive disturbancesfrequentist approachsediment settling datasegmented regression modeltwo-phase linear regression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Change-point problems: bibliography and review

Cites Work

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• Some Hypotheses Concerning Two Phase Regression Lines
• Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
• The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances
• Parameter changes in a regression model with autocorrelated errors
• Inference about the Point of Change in a Regression Model
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the intersection in two-phase regression
• Inference in Two-Phase Regression
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

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