FGN: Fractional Gaussian Noise and power law decay time series model fitting
Version 2.0-12

Exact MLE and Whittle MLE estimation for power law decay models.

Package details

AuthorA.I. McLeod and Justin Veenstra
Date of publication2014-05-16 07:33:31
MaintainerA.I. McLeod <[email protected]>
LicenseCC BY-NC-SA 3.0
URL http://www.stats.uwo.ca/faculty/aim
Package repositoryView on CRAN
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FGN documentation built on May 30, 2017, 7:19 a.m.