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.
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, January–February, 2020, pp. 82–96.
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Knopov, P.S., Korkhin, A.S. Continuous-Time Switching Regression Method with Unknown Switching Points. Cybern Syst Anal 56, 68–80 (2020). https://doi.org/10.1007/s10559-020-00222-z
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DOI: https://doi.org/10.1007/s10559-020-00222-z