Change Point Estimation in the Mean of Multivariate Linear Profiles with No Change Type Assumption via Dynamic Linear Model

2015 ◽  
Vol 32 (2) ◽  
pp. 403-433 ◽  
Author(s):  
Mona Ayoubi ◽  
Reza Baradaran Kazemzadeh ◽  
Rassoul Noorossana
Keyword(s):  
Linear Model ◽  
Change Point ◽  
Point Estimation ◽  
Dynamic Linear Model ◽  
Change Type ◽  
Change Point Estimation ◽  
Linear Profiles ◽  
The Mean

scholarly journals Step Change Point Estimation of the First-order Autoregressive Autocorrelated Simple Linear Profiles

2016 ◽  
Vol 23 (6) ◽  
pp. 2995-3008
Author(s):  
Reza Baradaran Kazemzadeh ◽  
Amirhossein Amiri ◽  
Hamidreza Mirbeik
Keyword(s):  
Change Point ◽  
Step Change ◽  
Point Estimation ◽  
First Order ◽  
Change Point Estimation ◽  
Linear Profiles
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