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.

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Package details

AuthorSandipan Samanta and Dr. Ranjit Kumar Paul
MaintainerDr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Package repositoryView on CRAN
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WaveLetLongMemory documentation built on May 2, 2019, 8:17 a.m.