Journal article

Variance stabilizing power transformation for time series

Abstract:: A confidence interval was derived for the index of a power transformation that stabilizes the variance of a time-series. The process starts from a model-independent procedure that minimizes a coefficient of variation to yield a point estimate of the transformation index. The confidence coefficient of the interval is calibrated through a simulation. Copyright © 2004 JMASM, Inc.

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APA Style

Guerrero, V., & Perera, R. (2004). Variance stabilizing power transformation for time series. Journal of Modern Applied Statistical Methods, 3(2), 357–369.

MLA Style

Guerrero, V., and R. Perera. “Variance Stabilizing Power Transformation for Time Series.” Journal of Modern Applied Statistical Methods, vol. 3, no. 2, 2004, pp. 357–69.

Chicago Style

Guerrero, V, and R Perera. 2004. “Variance Stabilizing Power Transformation for Time Series.” Journal of Modern Applied Statistical Methods 3 (2): 357–69.
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Authors

+ Guerrero, V More by this author

Role:: Author

+ Perera, R More by this author

Role:: Author

Journal:: Journal of Modern Applied Statistical Methods More from this journal
Volume:: 3
Issue:: 2
Pages:: 357-369
Publication date:: 2004-01-01
ISSN:: 1538-9472

Language:: English
Keywords:: Confidence interval

Coefficient of variation

Model assumptions

Autocorrelation
Pubs id:: pubs:116691
UUID:: uuid:a169ac15-438c-4a38-8d52-da138a6cf6db
Local pid:: pubs:116691
Source identifiers:: 116691
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2004

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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