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WaveLetLongMemory: Estimating Long Memory Parameter using Wavelet
Estimation of the long memory parameter using wavelets. Other estimation techniques like GPH (Geweke and Porter-Hudak,1983, <DOI:10.1111/j.1467-9892.1983.tb00371.x>) and Semiparametric methods(Robinson, P. M.,1995, <DOI:10.1214/aos/1176324317>) also have included.
Getting started
Browse package contents
Package details |
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| Author | Sandipan Samanta and Dr. Ranjit Kumar Paul |
| Maintainer | Dr. Ranjit Kumar Paul <ranjitstat@gmail.com> |
| License | GPL |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
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