Finite sample properties of quantile interrupted time series analysis: a simulation study

DOI10.52547/JIRSS.20.1.247MaRDI QIDQ5152309zbMATH OpenOpenAlexFDO

Authors Rahim Moineddin, Christopher Meaney, Sumeet Kalia

Publication date 17 September 2021

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.52547/jirss.20.1.247

zbMATH Keywords

interrupted time-seriesMonte Carlo simulation studysegmented linear regressionsegmented quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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