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.

Getting started

Package details

AuthorXiucai Ding [aut, cre, cph], Chen Qian [aut, cph]
MaintainerXiucai Ding <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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Sie2nts documentation built on Jan. 22, 2023, 1:52 a.m.