SDD-package: SDD - Serial Dependence Diagrams.
Description
This package allows for Serial Dependence Diagrams applicable to both linear and nonlinear
time series.Details
ll{
Package: SDD
Type: Package
Version: 1.0
Date: 2013-02-11
License: GNU-2
}References
Bagnato L, De Capitani L, Punzo A (2013a). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis. doi:10.1007/s10182-013-0208-y.
Bagnato L, De Capitani L, Punzo A (2013b). Testing Serial Independence via Density-Based Measures of Divergence.Methodology and Computing in Applied Probability. doi:10.1007/s11009-013-9320-4.
Bagnato L, Punzo A, Nicolis O (2012). The autodependogram: a graphical device to investigate serial dependences.Journal of Time Series Analysis, 33(2), 233-254.
Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin-Heidelberg