POINT ESTIMATION OF THE PARAMETERS OF PIECEWISE REGRESSION MODELS.

Douglas M. Hawkins

Research output: Contribution to journalArticlepeer-review

76 Scopus citations

Abstract

Two methods of fitting piecewise multiple regression models are presented. One, based on dynamic programming, yields maximum-likelihood estimators and is suitable for sequences of moderate length. A second, hierarchical, procedure yields approximations to the maximum-likelihood estimators and is suitable for very long sequences of data. Both methods have computational requirements that are linear in the number of segments.

Original languageEnglish (US)
Pages (from-to)51-57
Number of pages7
JournalJournal of Applied Statistics
Volume25
Issue number1
DOIs
StatePublished - Jan 1 1976

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