SiZer analysis for the comparison of time series

DOI10.1016/J.JSPI.2009.05.003MaRDI QIDQ730818zbMATH OpenOpenAlexFDO

Authors Amy Vaughan, Kee-Hoon Kang, Cheolwoo 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

bandwidthweak convergencelocal linear smoothingautocovariance functioncomparison of multiple time seriesmultiple testing adjustment

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4153572 (Why is no real title available?)
• A visual display device for significant features in complicated signals
• Advanced Distribution Theory for SiZer
• Bayesian multiscale analysis for time series data
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Comparison of Regression Curves Using Quasi-Residuals
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Dependent SiZer: Goodness-of-Fit Tests for Time Series Models
• Graphical Comparison of Nonparametric Curves
• Improved sizer for time series
• Mixing: Properties and examples
• Nonlinear time series. Nonparametric and parametric methods
• Nonparametric analysis of covariance.
• Nonparametric comparison of regression curves: An empirical process approach
• Nonparametric comparison of several regression functions: Exact and asymptotic theory
• Regression model fitting with long memory errors
• Scale space view of curve estimation.
• Semiparametric comparison of regression curves
• SiZer for Exploration of Structures in Curves
• Sizer analysis for the comparison of regression curves
• Sizer for time series: a new approach to the analysis of trends
• Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors
• Testing for the equality of \(k\) regression curves
• Testing the equality of nonparametric regression curves

Cited in

(14)

• Nonparametric estimation of a log-variance function in scale-space
• Nonparametric comparison of epidemic time trends: the case of COVID-19
• scientific article; zbMATH DE number 2016103 (Why is no real title available?)
• Improved sizer for time series
• A local factor nonparametric test for trend synchronism in multiple time series
• Statistical inference and visualization in scale-space using local likelihood
• Sizer for time series: a new approach to the analysis of trends
• Statistical inference and visualization in scale-space for spatially dependent images
• Theoretical investigation of an exploratory approach for log-density in scale-space
• An exploratory data analysis in scale-space for interval-valued data
• Dependent SiZer: Goodness-of-Fit Tests for Time Series Models
• Nonparametric estimation of single-index models in scale-space
• Sizer analysis for the comparison of regression curves
• Metrics for SiZer map comparison

Describes a project that uses

Uses Software

• SiZer

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