Continuous-time switching regression method with unknown switching points

DOI10.1007/S10559-020-00222-ZzbMath1454.62216OpenAlexW3004568888MaRDI QIDQ2215271

Pavel S. Knopov, Arnold S. Korkhin

Publication date: 11 December 2020

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

Full work available at URL: https://doi.org/10.1007/s10559-020-00222-z

zbMATH Keywords

evaluationregression parametersswitchingregressioncontinuous time

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Related Items (3)

Stochastic models in the problems of predicting the epidemiological situation ⋮ An approximate method of constructing a switching regression with unknown switch points ⋮ Determining a Piecewise Linear Trend of a Nonstationary Time Series Based on Intelligent Data Analysis. I. Description and Substantiation of the Method

Cites Work

• Regression analysis under a priori parameter restrictions
• Asymptotic properties of some classes of \(M\)-estimates
• Method of empirical means in stochastic programming problems
• Estimating and Testing Linear Models with Multiple Structural Changes
• Unnamed Item

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