Switching Linear Models: A General Approach

DOI10.1081/SAC-200055658zbMath1065.62122MaRDI QIDQ5460706

G. Venkatesan, David H. Moen, Diego Salazar

Publication date: 18 July 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

zbMATH Keywords

tablessimulationBayes estimatorsswitching regression modelsswitching intervalsswitching linear modelsswitching sequences of random variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

• Bayesian estimation of the switching regression model with autocorrelated errors
• Structural changes in time series models
• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• Estimating the transition between two intersecting straight lines
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• CONTINUOUS INSPECTION SCHEMES
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