Robust testing of level changes in interrupted time-series analysis

DOI10.1080/10629360500109069zbMATH Open1220.62110OpenAlexW2100449725MaRDI QIDQ5485086FDOQ5485086

Authors: Patricia P. Ramsey, Philip H. Ramsey 

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500109069

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zbMATH Keywords

autocorrelationssingle versus parallel linesMann--Wald procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Title not available (Why is that?)
• Least-squares tests of time-series,invention effects with and without autocorrelations

Cited In (4)

• Least-squares tests of time-series,invention effects with and without autocorrelations
• Title not available (Why is that?)
• Finite sample properties of quantile interrupted time series analysis: a simulation study
• Analysing interrupted time series with a control

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