PPMiss
Copula-Based Estimator for Long-Range Dependent Processes under Missing Data
v0.1.2
·
Feb 18, 2026
·
GPL (>= 3)
Description
Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) <doi:10.1007/s00362-023-01418-z>. Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing (as reported in <doi:10.48550/arXiv.2303.04754>) and has been found to outperform several other commonly applied estimators.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.2
Mar 9, 2026