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On detection of change points using mean vectors

✍ Scribed by Baiqi Miao; Lincheng Zhao; P. R. Krishnaiah

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1993
Tongue
English
Weight
427 KB
Volume
9
Category
Article
ISSN
0168-9673

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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-