Implementation of Hurst exponent estimators based on complex-valued lifting wavelet energy from Knight, M. I and Nunes, M. A. (2018) .
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0.1-2 by Matt Nunes, 2 years ago
Browse source code at https://github.com/cran/CliftLRD
Authors: Matt Nunes [aut, cre] , Marina Knight [aut]
Documentation: PDF Manual
GPL-2 license
Depends on CNLTreg, liftLRD
Suggests fracdiff
See at CRAN