Khedmati, Majid; Niaki, Seyed Taghi Akhavan - In: Journal of Industrial Engineering International 11 (2015), pp. 473-484
Assuming a first-order auto-regressive model for the auto-correlation structure between observations, in this paper, a transformation method is first employed to eliminate the effect of auto-correlation. Then, a maximum likelihood estimator (MLE) of a step change in the parameters of the...