Displaying similar documents to “Time series models for Earth's crust kinematics”

Quantile plots in the analysis of heteroscedastic models.

Montserrat Pepió Viñals, Carlos Polo Miranda (1992)

Qüestiió

Similarity:

Recent developments in quality engineering methods have led to considerable interest in the analysis of variance, buiding a dispersion model, identifying important effects from replicated experiments and checking for significance by means of a half-normal plot. A methodology based on a chi-squared quantile plot is presented here for checking first the presence of heteroscedasticity, outliers and other data peculiarities, and after the estimation stage a new stepwise procedure tests for...

Spurious regression.

Ventosa-Santaulària, D. (2009)

Journal of Probability and Statistics

Similarity:

Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility

D. Feldmann, W. Härdle, C. Hafner, M. Hoffmann, O. Lepski, A. Tsybakov (2003)

Applicationes Mathematicae

Similarity:

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given data set, a statistical test is required. In this paper, we develop such a test of a linear hypothesis versus a general composite nonparametric alternative using the state space representation of the SV model as an errors-in-variables AR(1) model. The power of the test is analyzed. We provide a simulation study and apply the test to...

Detecting atypical data in air pollution studies by using shorth intervals for regression

Cécile Durot, Karelle Thiébot (2005)

ESAIM: Probability and Statistics

Similarity:

To validate pollution data, subject-matter experts in Airpl (an organization that maintains a network of air pollution monitoring stations in western France) daily perform visual examinations of the data and check their consistency. In this paper, we describe these visual examinations and propose a formalization for this problem. The examinations consist in comparisons of so-called shorth intervals so we build a statistical test that compares such intervals in a nonparametric regression...