Multiple change-point analysis for linear regression models
From MaRDI portal
Publication:3002844
zbMATH Open1213.62046MaRDI QIDQ3002844FDOQ3002844
Authors: Rosangela H. Loschi, Jeanne G. Pontel, F. R. B. Cruz 
Publication date: 24 May 2011
Recommendations
- APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
- Product partition models for change point problems
- Product partition latent variable model for multiple change-point detection in multivariate data
- Extension to the product partition model: computing the probability of a change
- Multipartition model for multiple change point identification
Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Linear regression; mixed models (62J05)
Cited In (14)
- Robust algorithms for multiphase regression models
- Fitting multiple change-point models to data
- Identifying volatility clusters using the PPM: a sensitivity analysis
- On estimation of the change points in multivariate regression models with structural changes
- Modified information criterion for linear regression change-point model with its applications
- Full predictivistic modeling of stock market data: application to change point problems
- APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
- Inference for single and multiple change-points in time series
- Nonparametric product partition models for multiple change-points analysis
- Product partition latent variable model for multiple change-point detection in multivariate data
- Multipartition model for multiple change point identification
- Consistent two‐stage multiple change‐point detection in linear models
- Change Point Estimation of Multivariate Linear Profiles Under Linear Drift
- Bayesian robustness in change point analysis
This page was built for publication: Multiple change-point analysis for linear regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3002844)
