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

Package details

AuthorSandipan Samanta and Dr. Ranjit Kumar Paul
MaintainerDr. Ranjit Kumar Paul <[email protected]>
LicenseGPL
Version0.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("WaveLetLongMemory")

Try the WaveLetLongMemory package in your browser

Any scripts or data that you put into this service are public.

WaveLetLongMemory documentation built on May 2, 2019, 8:17 a.m.