Dependent SiZer: Goodness-of-Fit Tests for Time Series Models

DOI10.1080/0266476042000270554zbMath1121.62462OpenAlexW2003123840MaRDI QIDQ3591940

Vitaliana Rondonotti, James Stephen Marron, Cheol-Woo Park

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476042000270554

zbMATH Keywords

SiZertime seriesautocovariance functiongoodness-of-fit testfractional Gaussian noiseinternet traffic datadependent SiZer

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (14)

Statistical inference and visualization in scale-space using local likelihood ⋮ SiZer Inference for Varying Coefficient Models ⋮ Nonparametric estimation of a log-variance function in scale-space ⋮ Statistical Scale Space Methods ⋮ Theoretical investigation of an exploratory approach for log-density in scale-space ⋮ Wavelet fuzzy hybrid model for physico-financial signals ⋮ An exploratory data analysis in scale-space for interval-valued data ⋮ A Scale‐space Approach for Detecting Non‐stationarities in Time Series ⋮ SiZer analysis for the comparison of time series ⋮ Statistical inference and visualization in scale-space for spatially dependent images ⋮ Visualization and inference based on wavelet coefficients, SiZer and SiNos ⋮ Nonparametric estimation of single-index models in scale-space ⋮ Multiscale spectral analysis for detecting short and long range change points in time series ⋮ Sizer analysis for the comparison of regression curves

Uses Software

• LASS
• KernSmooth

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