Least-squares tests of time-series,invention effects with and without autocorrelations

DOI10.1080/00949650108812105zbMath1006.62081OpenAlexW2064014331MaRDI QIDQ2774406

Philip H. Ramsey, Patricia P. Ramsey

Publication date: 10 March 2003

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

Full work available at URL: https://doi.org/10.1080/00949650108812105

zbMATH Keywords

tablessimulationtime seriestrendsautoregressive effectsMann-Wald procedure

Mathematics Subject Classification ID

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

Related Items

Robust testing of level changes in interrupted time-series analysis

Cites Work

• On the Statistical Treatment of Linear Stochastic Difference Equations
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