Kim, Jeankyung; Kim, Hyune-Ju - In: Journal of Multivariate Analysis 99 (2008) 9, pp. 2016-2038
This paper studies the asymptotic behavior of the least squares estimators in segmented multiple regression. For a model with more than one partitioning variable, each of which has one or more change-points, we study the asymptotic properties of the estimated change-points and regression...