Mean estimation in the presence of chang
✍
M. Rueda; I. Sánchez-Borrego; A. Arcos
📂
Article
📅
2009
🏛
Elsevier Science
🌐
English
⚖ 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-