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Linear regression with switching in continuous time is considered. A method for estimation of switching points and switching regression parameters is described. Examples of its use are given. Click to show full abstract
Linear regression with switching in continuous time is considered. A method for estimation of switching points and switching regression parameters is described. Examples of its use are given.
Keywords:
switching points;
time switching;
regression;
continuous time;
switching regression
Journal Title: Cybernetics and Systems Analysis
Year Published: 2020
Link to full text (if available)
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Journal Title: Cybernetics and Systems Analysis
Year Published: 2020
Link to full text (if available)
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recommendations!