Switching Linear Models: A General Approach

DOI10.1081/SAC-200055658MaRDI QIDQ5460706zbMATH OpenFDO

Authors Diego Alejandro Salazar, G. Venkatesan, David H. Moen

Publication date 18 July 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-200055658

zbMATH Keywords

Bayes estimatorssimulationswitching intervalsswitching linear modelsswitching regression modelsswitching sequences of random variablestables

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• Bayesian estimation of the switching regression model with autocorrelated errors
• CONTINUOUS INSPECTION SCHEMES
• Estimating the transition between two intersecting straight lines
• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• scientific article; zbMATH DE number 3718390 (Why is no real title available?)
• scientific article; zbMATH DE number 3548305 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Structural changes in time series models
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

Cited in

(5)

• Bayesian analysis of switching regression models
• Dynamic linear models with Markov-switching
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• A generalized panel data switching regression model

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