Structural Change Models with an Application in Cryogenic Thermometry

摘要

In a linear regression framework, structural change models are proposed for the detection of abrupt changes in parameterβ∈Rp, 1 values. Two models are discussed: 1) the pure structural change model, where all the components of the parameter are allowed to change and are tested all together, and 2) the partial structural change model, where only some of the parameter β components might change. For an on-line implementation, a sliding window algorithm is introduced. The procedure was successfully applied to phase transition identification in cryogenic thermometry.