Multiple change-point analysis for linear regression models
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Publication:3002844
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Cited in
(14)- Fitting multiple change-point models to data
- Robust algorithms for multiphase regression models
- 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
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