Constructing a Switching Regression with Unknown Switching Points
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DOI: 10.1007/s10559-018-0045-9
Abstract: Switching regression is considered in the case where switching points are unknown. A general method is described to estimate switching points and parameters of linear regression with switching. Examples of its use are given. read more here.
Keywords: switching points; regression unknown; regression; unknown switching ... See more keywords
Continuous-Time Switching Regression Method with Unknown Switching Points
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DOI: 10.1007/s10559-020-00222-z
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. read more here.
Keywords: switching points; time switching; regression; continuous time ... See more keywords