longmemo
Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
v1.1-4
·
Jul 11, 2025
·
GPL (>= 2)
Description
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.1-4
Mar 9, 2026