Constructing a Switching Regression with Unknown Switching Points

Korkhin, AS

Korkhin, AS (reprint author), Natl Mining Univ, Dnipro, Ukraine.

CYBERNETICS AND SYSTEMS ANALYSIS, 2018; 54 (3): 443

Abstract

Switching regression is considered in the case where switching points are unknown. A general method is described to estimate switching points and para......

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