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Diagnostic checks of non-standard time series models

โœ Scribed by J. Q. Smith


Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
503 KB
Volume
4
Category
Article
ISSN
0277-6693

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Deletion diagnostics for transformations
โœ A. C. Atkinson; Neil Shephard ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 917 KB

Deletion diagnostics are derived for the effect of individual observations on the estimated transformation of a time series. The paper uses the modified power transformation of Box and Cox to provide a paramemc family of transformations. Inference about the transformation parameter is made through r