SiZer analysis for the comparison of time series

DOI10.1016/J.JSPI.2009.05.003zbMath1190.62162OpenAlexW2017188492MaRDI QIDQ730818

Kee-Hoon Kang, Amy Vaughan, Cheol-Woo Park, Jan Hannig

Publication date: 1 October 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.003

zbMATH Keywords

weak convergencebandwidthautocovariance functionlocal linear smoothingcomparison of multiple time seriesmultiple testing adjustment

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Statistical inference and visualization in scale-space using local likelihood ⋮ Nonparametric estimation of a log-variance function in scale-space ⋮ Theoretical investigation of an exploratory approach for log-density in scale-space ⋮ An exploratory data analysis in scale-space for interval-valued data ⋮ A local factor nonparametric test for trend synchronism in multiple time series ⋮ Statistical inference and visualization in scale-space for spatially dependent images ⋮ Nonparametric estimation of single-index models in scale-space ⋮ Nonparametric comparison of epidemic time trends: the case of COVID-19

Uses Software

• SiZer

Cites Work

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• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Advanced Distribution Theory for SiZer

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