Finite Sample Properties of Quantile Interrupted Time Series Analysis: A Simulation Study

DOI10.52547/JIRSS.20.1.247zbMath1469.62343OpenAlexW3196896262MaRDI QIDQ5152309

Sumeet Kalia, Rahim Moineddin, Christopher Meaney

Publication date: 17 September 2021

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.52547/jirss.20.1.247

zbMATH Keywords

Monte Carlo simulation studysegmented linear regressioninterrupted time-seriessegmented quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

This page was built for publication: Finite Sample Properties of Quantile Interrupted Time Series Analysis: A Simulation Study