A heuristic, iterative algorithm for change-point detection in abrupt change models
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DOI: 10.1007/s00180-017-0740-4
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- Li, Zheng & Zeng, Jingjing & Hensher, David A., 2023. "An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 169(C).
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Piecewise constant model; Approximate maximum likelihood; Model linearization; Grid search limitations;All these keywords.
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