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Volumn 10, Issue 6, 1999, Pages 711-724

Parameter changes at unknown times in non-linear regression

Author keywords

Bayes type tests; Brownian motion; Change point; Non linear regression

Indexed keywords


EID: 0032696413     PISSN: 11804009     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-095X(199911/12)10:6<711::AID-ENV398>3.0.CO;2-T     Document Type: Article
Times cited : (6)

References (11)
  • 2
    • 0000804982 scopus 로고
    • Estimating the current mean of a normal distribution of which is subject to changes in time
    • Chernoff, H. and Zacks, S. (1964). 'Estimating the current mean of a normal distribution of which is subject to changes in time'. Annals of Mathematical Statistics 35, 999-1018.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 999-1018
    • Chernoff, H.1    Zacks, S.2
  • 4
    • 84950655372 scopus 로고
    • Fitting segmented polynomial regression models whose join points have to be estimated
    • Gallant, A. R. and Fuller, W. A. (1973). 'Fitting segmented polynomial regression models whose join points have to be estimated'. Journal of American Statistical Association 68, 144-147.
    • (1973) Journal of American Statistical Association , vol.68 , pp. 144-147
    • Gallant, A.R.1    Fuller, W.A.2
  • 5
    • 38249025480 scopus 로고
    • Residual partial sum limit processes for regression models with application to detecting parameter changes at unknown times
    • Jandhyala, V. K. and MacNeill, I. B. (1989). 'Residual partial sum limit processes for regression models with application to detecting parameter changes at unknown times'. Stochastic Processes and their Applications 33, 309-323.
    • (1989) Stochastic Processes and Their Applications , vol.33 , pp. 309-323
    • Jandhyala, V.K.1    MacNeill, I.B.2
  • 7
    • 0042041889 scopus 로고    scopus 로고
    • Iterated partial sum sequences of regression residuals and tests for change-points with continuity constraints
    • Jandhyala, V. K. and MacNeill, I. B. (1997). 'Iterated partial sum sequences of regression residuals and tests for change-points with continuity constraints'. Journal of the Royal Statistical Society Series B 59, 147-156.
    • (1997) Journal of the Royal Statistical Society Series B , vol.59 , pp. 147-156
    • Jandhyala, V.K.1    MacNeill, I.B.2
  • 8
    • 38249000059 scopus 로고
    • Distributions of bayes-type change-point statistics under polynomial regression
    • Jandhyala, V. K. and Minogue, C. D. (1993). 'Distributions of Bayes-type change-point statistics under polynomial regression'. Journal of Statistical Planning and Inference 37, 271-290.
    • (1993) Journal of Statistical Planning and Inference , vol.37 , pp. 271-290
    • Jandhyala, V.K.1    Minogue, C.D.2
  • 9
    • 0000091003 scopus 로고
    • Asymptotic properties of non-linear least squares estimators
    • Jennrich, R. I. (1969). 'Asymptotic properties of non-linear least squares estimators'. Annals of Mathematical Statistics 40, 633-643.
    • (1969) Annals of Mathematical Statistics , vol.40 , pp. 633-643
    • Jennrich, R.I.1
  • 10
    • 0000101621 scopus 로고
    • Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change in regression at unknown times
    • MacNeill, I. B. (1978). 'Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change in regression at unknown times'. Annals of Statistics 6, 422-433.
    • (1978) Annals of Statistics , vol.6 , pp. 422-433
    • MacNeill, I.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.