The impact that each individual non-pharmaceutical intervention (NPI) had on the spread rate of COVID-19 is difficult to estimate, since several NPIs were implemented in rapid succession in most countries. In this article, we analyze the detectability of sudden changes in a parameter of nonlinear dynamical systems, which could be used to represent NPIs or mutations of the virus, in the presence of measurement noise. Specifically, by taking an agnostic approach, we provide necessary conditions for when the best possible unbiased estimator is able to isolate the effect of a sudden change in a model parameter, by using the Hammersley–Chapman–Robbins (HCR) lower bound. Several simplifications to the calculation of the HCR lower bound are given, which depend on the amplitude of the sudden change and the dynamics of the system. We further define the concept of the most informative sample based on the largest (Formula presented.) distance between two output trajectories, which is a good indicator of when the HCR lower bound converges. These results are thereafter used to analyze the susceptible-infected-removed model. For instance, we show that performing analysis using the number of recovered/deceased, as opposed to the cumulative number of infected, may be an inferior signal to use since sudden changes are fundamentally more difficult to estimate and seem to require more samples. Finally, these results are verified by simulations and applied to real data from the spread of COVID-19 in France.