r-hkprocess
Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.
Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.
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Summary
Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.
Information Last Updated
Apr 22, 2025 at 15:31
License
GPL-3
Total Downloads
42
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