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Change-point estimators in case of small disorders

✍ Scribed by Dietmar Ferger


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
811 KB
Volume
40
Category
Article
ISSN
0378-3758

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Mean estimation in the presence of chang
✍ M. Rueda; I. SΓ‘nchez-Borrego; A. Arcos πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 375 KB

In this study we address the problem of the mean estimation of the IBEX-35 index stock quotes in the presence of change points. We rely on nonparametric regression methods for detecting and estimating changes points, and for estimating the discontinuous regression function. Model-assisted and model-