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: | 0.1.2 |
| Depends: | fracdiff, wmtsa |
| Published: | 2017-10-23 |
| 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_0.1.2.tar.gz |
| Windows binaries: | r-devel: WaveLetLongMemory_0.1.2.zip, r-devel-gcc8: WaveLetLongMemory_0.1.2.zip, r-release: WaveLetLongMemory_0.1.2.zip, r-oldrel: WaveLetLongMemory_0.1.2.zip |
| OS X binaries: | r-release: WaveLetLongMemory_0.1.2.tgz, r-oldrel: WaveLetLongMemory_0.1.2.tgz |
| Old sources: | WaveLetLongMemory archive |
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