Asymptotics of maximum likelihood estimator in a two-phase linear regression model

Hira L. Koul*, Lianfen Qian

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)99-119
Number of pages21
JournalJournal of Statistical Planning and Inference
Volume108
Issue number1-2
DOIs
StatePublished - Nov 1 2002

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Change-point estimator
  • Compound poisson process
  • Fixed jump size
  • n-consistency

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