Geodesic
Change-point estimator in continuous quadratic regression
Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001) no. 4, pp. 741-752 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero.
The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero.
Classification : 62E20, 62F12, 62J99
Keywords: change-point estimator; nonlinear regression; limit distribution 
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     author = {Jaru\v{s}kov\'a, Daniela},
     title = {Change-point estimator in continuous quadratic regression},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {741--752},
     year = {2001},
     volume = {42},
     number = {4},
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     zbl = {1091.62506},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_2001_42_4_a13/}
}
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Jarušková, Daniela. Change-point estimator in continuous quadratic regression. Commentationes Mathematicae Universitatis Carolinae, Tome 42 (2001) no. 4, pp. 741-752. http://geodesic.mathdoc.fr/item/CMUC_2001_42_4_a13/