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FGN: Fractional Gaussian Noise and power law decay time series model fitting
Exact MLE and Whittle MLE estimation for power law decay models.
Getting started
Browse package contents
Package details |
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| Author | A.I. McLeod and Justin Veenstra |
| Maintainer | A.I. McLeod <aimcleod@uwo.ca> |
| License | CC BY-NC-SA 3.0 |
| Version | 2.0-12 |
| URL | http://www.stats.uwo.ca/faculty/aim |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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