𝔖 Bobbio Scriptorium
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Effect of Correlation on the Estimation of a Mean in the Presence of Spurious Observations

✍ Scribed by Irwin Guttman and G. C. Tiao


Book ID
115056710
Publisher
John Wiley and Sons
Year
1978
Tongue
French
Weight
804 KB
Volume
6
Category
Article
ISSN
0319-5724

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✍ 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-