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4 results by maintainer "Dominik Schulz"

fEGarch v1.0.6 7627th by downloads

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Dominik Schulz 467 downloads/30d

smoots v1.1.4 8007th by downloads

Nonparametric Estimation of the Trend and Its Derivatives in TS

Dominik Schulz 427 downloads/30d

esemifar v2.0.1 9806th by downloads

Smoothing Long-Memory Time Series

Dominik Schulz 318 downloads/30d

deseats v1.1.1 14341st by downloads

Data-Driven Locally Weighted Regression for Trend and Seasonality in TS

Dominik Schulz 223 downloads/30d