The M-estimation in a multi-phase random nonlinear model
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References listed on IDEAS
- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
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- Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
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- Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2015. "Estimators in step regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 124-129.
- Gabriela Ciuperca, 2014. "Model selection by LASSO methods in a change-point model," Statistical Papers, Springer, vol. 55(2), pages 349-374, May.
- Ciuperca, Gabriela, 2011. "A general criterion to determine the number of change-points," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1267-1275, August.
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