A comparison of estimators for regression models with change points

DOI10.1007/s11222-010-9177-0zbMath1255.62194OpenAlexW2021016255MaRDI QIDQ1927289

Cathy W. S. Chen, Richard H. Gerlach, Jennifer So-Kuen Chan

Publication date: 31 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9177-0

zbMATH Keywords

jump discontinuitiesMCMCsegmented regressiongrid-search

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• Segmented

Cites Work

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