WaveLetLongMemory: Estimating Long Memory Parameter using Wavelet
Version 0.1.2

Estimation of the long memory parameter using wavelets. Other estimation techniques like GPH (Geweke and Porter-Hudak,1983, ) and Semiparametric methods(Robinson, P. M.,1995, ) also have included.

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Package details

AuthorSandipan Samanta and Dr. Ranjit Kumar Paul
Date of publication2017-10-23 10:54:46 UTC
MaintainerDr. Ranjit Kumar Paul <[email protected]>
Package repositoryView on CRAN
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WaveLetLongMemory documentation built on Nov. 17, 2017, 6:42 a.m.