𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing and estimating in the change-point problem of the spectral function

✍ Scribed by L. Giraitis; R. Leipus

Publisher
Springer
Year
1992
Tongue
English
Weight
766 KB
Volume
32
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Modified estimators for the change point
Modified estimators for the change point in hazard function
✍ Durdu Karasoy; Cem Kadilar πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 377 KB

We propose the consistent estimators for the change point in hazard function by improving the estimators in [A.

Mean estimation in the presence of chang
Mean estimation in the presence of change points
✍ 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-