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An adaptive algorithm for least squares piecewise monotonic data fitting

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  • Vassiliou, E.
  • Demetriou, I.C.

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  • Vassiliou, E. & Demetriou, I.C., 2005. "An adaptive algorithm for least squares piecewise monotonic data fitting," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 591-609, April.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:2:p:591-609
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    References listed on IDEAS

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    1. J. Kruskal, 1964. "Nonmetric multidimensional scaling: A numerical method," Psychometrika, Springer;The Psychometric Society, vol. 29(2), pages 115-129, June.
    2. Solomou,Solomos, 1996. "Themes in Macroeconomic History," Cambridge Books, Cambridge University Press, number 9780521436212, January.
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    1. Ioannis C. Demetriou, 2022. "A binary search algorithm for univariate data approximation and estimation of extrema by piecewise monotonic constraints," Journal of Global Optimization, Springer, vol. 82(4), pages 691-726, April.
    2. Davies, Laurie & Höhenrieder, Christian & Krämer, Walter, 2012. "Recursive computation of piecewise constant volatilities," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3623-3631.

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