Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.
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Christian Leschinski, a year ago
Browse source code at
Christian Leschinski [aut, cre]
Michelle Voges [ctb]
Kai Wenger [ctb]
Time Series Analysis
Imports Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm
Linking to Rcpp, RcppArmadillo
See at CRAN