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Variance stabilizing filters

Gustafsson, O; Stockhammar, P

Gustafsson, O (reprint author), Stat Inst, S-10691 Stockholm, Sweden.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019; 48 (24): 6155

Abstract

In this paper new filters for removing unspecified form of heteroscedasticity are proposed. The filters build on the assumption that the variance of a......

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