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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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

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Version History

12 tracked

new 1.1-4 Mar 10, 2026

updated 1.1-4 ← 1.1-3 diff Jul 10, 2025

updated 1.1-3 ← 1.1-2 diff Jul 29, 2024

updated 1.1-2 ← 1.1-1 diff Feb 5, 2020

updated 1.1-1 ← 1.0-0 diff Sep 13, 2018

updated 1.0-0 ← 0.9-7 diff Jun 14, 2011

updated 0.9-7 ← 0.9-6 diff Nov 18, 2009

updated 0.9-6 ← 0.9-5 diff Jan 10, 2009

updated 0.9-5 ← 0.9-4 diff Jun 11, 2007

updated 0.9-4 ← 0.9-3 diff Sep 17, 2006

updated 0.9-3 ← 0.9-2 diff Apr 6, 2006

new 0.9-2 Jul 26, 2005