Point Estimation of the Parameters of Piecewise Regression Models

Douglas M. Hawkins

Journal of the Royal Statistical Society Series C, 1976, vol. 25, issue 1, 51-57

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.

Date: 1976
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