Robust testing of level changes in interrupted time-series analysis
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Publication:5485086
DOI10.1080/10629360500109069zbMath1220.62110MaRDI QIDQ5485086
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C05: Monte Carlo methods
Cites Work