On weak convergence of the likelihood ratio process in multi-phase regression models

DOI10.1016/J.SPL.2008.01.081zbMath1283.62040OpenAlexW2039133253MaRDI QIDQ730712

Takayuki Fujii

Publication date: 30 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.081

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

On a Poissonian change-point model with variable jump size

Cites Work

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• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model
• A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
• Asymptotics of M-estimators in two-phase linear regression models.
• Maximum likelihood estimator in a two-phase nonlinear random regression model
• The function space D([O, ∞)ρ, E)
• The minimum of an additive process with applications to signal estimation and storage theory
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Tightness and weak convergence for jump processes

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