Park, Cheolwoo; Marron, J. S.; Rondonotti, Vitaliana - In: Journal of Applied Statistics 31 (2004) 8, pp. 999-1017
In this paper, we extend SiZer (SIgnificant ZERo crossing of the derivatives) to dependent data for the purpose of goodness-of-fit tests for time series models. Dependent SiZer compares the observed data with a specific null model being tested by adjusting the statistical inference using an...