LDF (Lag Dependence Functions)

Henrik Aalborg Nielsen

LDF (Lag Dependence Functions)

Henrik Aalborg Nielsen (Author)

Research output: Non-textual form › Computer programme › Research › peer-review

Abstract

LDF (Lag Dependence Functions) is an S-PLUS library for identification of non-linear dependencies in univariate time series. The methods can be considered generalizations of the tools applicable for linear time series.

Original language	English
Publication date	2000
Publication status	Published - 2000

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title = "LDF (Lag Dependence Functions)",

abstract = "LDF (Lag Dependence Functions) is an S-PLUS library for identification of non-linear dependencies in univariate time series. The methods can be considered generalizations of the tools applicable for linear time series.",

author = "Nielsen, {Henrik Aalborg}",

year = "2000",

language = "English",

publisher = "Informatics and Mathematical Modelling, Technical University of Denmark, DTU",

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A2 - Nielsen, Henrik Aalborg

PY - 2000

Y1 - 2000

N2 - LDF (Lag Dependence Functions) is an S-PLUS library for identification of non-linear dependencies in univariate time series. The methods can be considered generalizations of the tools applicable for linear time series.

AB - LDF (Lag Dependence Functions) is an S-PLUS library for identification of non-linear dependencies in univariate time series. The methods can be considered generalizations of the tools applicable for linear time series.

M3 - Computer programme

PB - Informatics and Mathematical Modelling, Technical University of Denmark, DTU

ER -

LDF (Lag Dependence Functions)

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