Continuous-Time Switching Regression Method with Unknown Switching Points
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.
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Veröffentlicht in: | Cybernetics and systems analysis 2020, Vol.56 (1), p.68-80 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 1060-0396 1573-8337 |
DOI: | 10.1007/s10559-020-00222-z |