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.
Guerrero, Victor M. and Perera, Rafael
"Variance Stabilizing Power Transformation for Time Series,"
Journal of Modern Applied Statistical Methods:
2, Article 9.
Available at: http://digitalcommons.wayne.edu/jmasm/vol3/iss2/9