Estimation in segmented regression: known dumber of regimes 1 : Series Statistics: Vol 13, No 2

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Abstract

This paper gives a review of methods for estimating the change points in regression models with abrupt or continuous changes. These estimates are based on maximum likelihood, least squares and Bayesian analysis. Restrictions in applicability are discussed. Some examples are presented.

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¹Paper, presented at the 5th Intern. Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sehin, 26. 3.-3. 4. 1981.

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¹Paper, presented at the 5th Intern. Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sehin, 26. 3.-3. 4. 1981.

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Estimation in segmented regression: known dumber of regimesFootnote¹
¹Paper, presented at the 5th Intern. Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sehin, 26. 3.-3. 4. 1981.

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Estimation in segmented regression: known dumber of regimesFootnote11Paper, presented at the 5th Intern. Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sehin, 26. 3.-3. 4. 1981.

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Estimation in segmented regression: known dumber of regimesFootnote¹
¹Paper, presented at the 5th Intern. Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sehin, 26. 3.-3. 4. 1981.