A state-space approach to polygonal line regression
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Publication:1817391
DOI10.1007/BF00054786zbMath0857.62086MaRDI QIDQ1817391
Publication date: 1 December 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
smoothing; simulation; Akaike information criterion; edge detection; structural changes; linear trend; non-Gaussian state-space model; switching trend
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
Cites Work
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