r-longmemo
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.
Installation
To install this package, run one of the following:
Usage Tracking
1.1_1
1 / 8 versions selected
Downloads (Last 6 months): 0
About
Summary
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.
Last Updated
Dec 29, 2019 at 05:00
License
GPL-2
Total Downloads
13
Supported Platforms
noarch