Abstract
A confidence interval was derived for the index of a power transformation that stabilizes the variance of a time-series. The process starts from a model-independent procedure that minimizes a coefficient of variation to yield a point estimate of the transformation index. The confidence coefficient of the interval is calibrated through a simulation.
DOI
10.22237/jmasm/1099267740
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
