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Estimation of Change Points of Infinite Dimensional Parameters in Short Epidemics

✍ Scribed by A. Rackauskas; Ch. Suquet


Book ID
106451598
Publisher
Springer
Year
2005
Tongue
English
Weight
142 KB
Volume
45
Category
Article
ISSN
0363-1672

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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-