Robust testing of level changes in interrupted time-series analysis

DOI10.1080/10629360500109069MaRDI QIDQ5485086zbMATH OpenOpenAlexFDO

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

autocorrelationsMann--Wald proceduresingle versus parallel lines

Mathematics Subject Classification ID

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

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Cites work

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• 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)

• Analysing interrupted time series with a control
• 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

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