Variance stabilizing filters#
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Publication:5077973
Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- A simple heteroscedasticity removing filter
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- An analysis of variance test for normality (complete samples)
- Analysis of financial time series
- Analysis of short time series with an over-dispersion model
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Generalized autoregressive conditional heteroscedasticity
- On a measure of lack of fit in time series models
- Smoothing Time Series with Local Polynomial Regression on Time
- Table for Estimating the Goodness of Fit of Empirical Distributions
- Time series analysis by state space methods.
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