Long-Memory and Spurious Breaks in Ecological Experiments  

作　　者：Thomas R. Boucher 

机构地区：[1]Department of Mathematics, Texas A & M University-Commerce, Commerce, USA

出　　处：《Open Journal of Statistics》2017年第5期768-779,共12页统计学期刊（英文）

摘　　要：The impact of long-memory on the Before-After-Control-Impact (BACI) design and a commonly used nonparametric alternative, Randomized Intervention Analysis (RIA), is examined. It is shown the corrections used based on short-memory processes are not adequate. Long-memory series are also known to exhibit spurious structural breaks that can be mistakenly attributed to an intervention. Two examples from the literature are used as illustrations.The impact of long-memory on the Before-After-Control-Impact (BACI) design and a commonly used nonparametric alternative, Randomized Intervention Analysis (RIA), is examined. It is shown the corrections used based on short-memory processes are not adequate. Long-memory series are also known to exhibit spurious structural breaks that can be mistakenly attributed to an intervention. Two examples from the literature are used as illustrations.

关 键 词：BACI LONG-MEMORY RIA Short-Memory Variance CORRECTIONS 

分 类 号：R73[医药卫生—肿瘤]