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

DOI10.1007/S10559-020-00258-1MaRDI QIDQ2215579zbMATH OpenOpenAlexFDO

Authors Arnold S. Korkhin

Publication date 14 December 2020

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

Full work available at URL https://doi.org/10.1007/s10559-020-00258-1

zbMATH Keywords

regressionestimationregression parameterscontinuous timediscrete timeswitch points

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Constructing a switching regression with unknown switching points
• Continuous-time switching regression method with unknown switching points
• Curve fitting by segmented straight lines
• Estimating and Testing Linear Models with Multiple Structural Changes
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(11)

• Determining a Piecewise Linear Trend of a Nonstationary Time Series Based on Intelligent Data Analysis. I. Description and Substantiation of the Method
• Determining a piecewise linear trend of a nonstationary time series based on intelligent data analysis. II: Machine experiments and solution of the practical problem
• Time series modeling by a regression approach based on a latent process
• A gradual switching regression model with a flexible transition path
• Stochastic models in the problems of predicting the epidemiological situation
• A descriptive method to evaluate the number of regimes in a switching autoregressive model
• Switching nonparametric regression models for multi-curve data
• Switching Linear Models: A General Approach
• Constructing a switching regression with unknown switching points
• A gradual switching regression model with autocorrelated errors
• Switching nonparametric regression models

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