Constructing a switching regression with unknown switching points

DOI10.1007/S10559-018-0045-9MaRDI QIDQ1795511zbMATH OpenOpenAlexFDO

Authors 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

regressionevaluationregression parametersswitching

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3905714 (Why is no real title available?)
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• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
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• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Estimating and Testing Linear Models with Multiple Structural Changes
• Global optimization in stabilizing controller design
• The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors

Cited in

(8)

• Detecting change points in polynomial regression models with an application to cable data sets
• Switching nonparametric regression models
• An approximate method of constructing a switching regression with unknown switch points
• Switching nonparametric regression models for multi-curve data
• Switching Linear Models: A General Approach
• Determining a Piecewise Linear Trend of a Nonstationary Time Series Based on Intelligent Data Analysis. I. Description and Substantiation of the Method
• A gradual switching regression model with a flexible transition path
• Determining a piecewise linear trend of a nonstationary time series based on intelligent data analysis. II: Machine experiments and solution of the practical problem

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