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Sie2nts: Sieve Methods for Non-Stationary Time Series
We provide functions for estimation and inference of locally-stationary time series using the sieve methods and bootstrapping procedure. In addition, it also contains functions to generate Daubechies and Coiflet wavelet by Cascade algorithm and to process data visualization.
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Package details |
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| Author | Xiucai Ding [aut, cre, cph], Chen Qian [aut, cph] |
| Maintainer | Xiucai Ding <xiucaiding89@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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