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Estimation of the Change Point in Monitoring the Process Mean and Variance

✍ Scribed by Lee, Jaeheon; Park, Changsoon


Book ID
126988473
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
128 KB
Volume
36
Category
Article
ISSN
0361-0918

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Mean estimation in the presence of chang
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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-