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.

Version: 0.1.0
Depends: fracdiff, wmtsa
Published: 2016-12-12
Author: Sandipan Samanta and Dr. Ranjit Kumar Paul
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: WaveLetLongMemory results


Reference manual: WaveLetLongMemory.pdf
Package source: WaveLetLongMemory_0.1.0.tar.gz
Windows binaries: r-devel: WaveLetLongMemory_0.1.0.zip, r-release: WaveLetLongMemory_0.1.0.zip, r-oldrel: WaveLetLongMemory_0.1.0.zip
OS X Mavericks binaries: r-release: WaveLetLongMemory_0.1.0.tgz, r-oldrel: WaveLetLongMemory_0.1.0.tgz


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