Constructing a switching regression with unknown switching points

DOI10.1007/S10559-018-0045-9zbMath1401.62109OpenAlexW2805004084MaRDI QIDQ1795511

Arnold S. Korkhin

Publication date: 16 October 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0045-9

zbMATH Keywords

evaluationregression parametersswitchingregression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

An approximate method of constructing a switching regression with unknown switch points

Cites Work

• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Global optimization in stabilizing controller design
• The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors
• Estimating and Testing Linear Models with Multiple Structural Changes
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