Robust testing of level changes in interrupted time-series analysis

DOI10.1080/10629360500109069MaRDI QIDQ5485086zbMATHOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 1911042
• Intervention Analysis with Control Groups
• Least-squares tests of time-series,invention effects with and without autocorrelations
• Robust methods for detecting multiple level breaks in autocorrelated time series
• Interrupted time series analysis

Cites work

• scientific article; zbMATH DE number 48701 (Why is no real title available?)
• scientific article; zbMATH DE number 5586218 (Why is no real title available?)
• Least-squares tests of time-series,invention effects with and without autocorrelations
• On the Statistical Treatment of Linear Stochastic Difference Equations

Cited in

(4)

• Least-squares tests of time-series,invention effects with and without autocorrelations
• scientific article; zbMATH DE number 1911042 (Why is no real title available?)
• Finite sample properties of quantile interrupted time series analysis: a simulation study
• Analysing interrupted time series with a control

This page was built for publication: Robust testing of level changes in interrupted time-series analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5485086)