On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and ar(1) errors

研究成果: Article

1 引文 斯高帕斯(Scopus)

摘要

Asymptotic distributions of the maximum likelihood estimators of the regression coefficients and knot points for the polynomial spline regression models with unknown knots and AR(1) errors have been derived by Chan (1989). Chan showed that under some mild conditions the maximum likelihood estimators, after suitable standardization, asymptotically follow normal distributions as n diverges to infinity. For the calculations of the maximum likelihood estimators, iterative methods must be applied. But this is not easy to implement for the model considered. In this paper, we suggested an alternative method to compute the estimates of the regression parameters and knots. It is shown that the estimates obtained by this method are asymptotically equivalent to the maximum likelihood estimates considered by Chan.

原文English
頁(從 - 到)1199-1209
頁數11
期刊Communications in Statistics - Theory and Methods
20
發行號4
DOIs
出版狀態Published - 1991 一月 1

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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