𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Diagnostics for Time Series Analysis

✍ Scribed by Richard Gerlach; Chris Carter; Robert Kohn


Book ID
108549374
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
670 KB
Volume
20
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Deletion diagnostics for transformations
✍ A. C. Atkinson; Neil Shephard πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 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

Diagnostic Checks in Time Series
✍ Mohamed Afzal Norat πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 119 KB