We consider a function estimation method with change point detection using truncated power spline basis and elastic-net-type L1-norm penalty. The penalty controls the jump smoothness depending on value of parameter. In terms proposed estimators, we introduce two computational algorithms for Lagrangian dual problem (coordinate descent algorithm) constrained convex optimization (an algorithm base...

In this paper, for the first time, the subject of change point estimation has been utilized in the stationary state of auto regressive moving average (ARMA) (1, 1). In the monitoring phase, in case the features of the question pursue a time series, i.e., ARMA(1,1), on the basis of the maximum likelihood technique, an approach will be developed for the estimation of the stationary state’s change...