The autodependogram: A graphical device to investigate serial dependences

Journal of Time Series Analysis

Volumn 33, Issue 2, 2012, Pages 233-254

  Bagnato, Luca ^a   Punzo, Antonio ^b   Nicolis, Orietta ^c  

^a UNIVERSITY OF MILANO BICOCCA   (Italy)

^b UNIVERSITY OF CATANIA   (Italy)

^c UNIVERSITY OF BERGAMO   (Italy)

Author keywords

plot; 2 test; Autocorrelogram; Nonlinear time series; Serial dependences

Indexed keywords

EID: 84858008868     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2011.00754.x     Document Type: Article

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