wonsang/wfGn: Estimation of the Hurst Parameter for Contaminated Fractional Gaussian Noises
Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise
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Package details |
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| Author | Wonsang You |
| Maintainer | Wonsang You <you@ifn-magdeburg.de> |
| License | GPL (>= 2.0) |
| Version | 1.2-1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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