Nonparametric test for intervention effect on time series count data
Abstract (Intervention effect triggers possible alteration in the behavior of the system, this is particularly highlighted in count time series data. We postulate an integer-valued autoregressive process and incorporates a temporary structural change as additive intervention effect. We propose a non...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Subjects: |