Estimating Long Memory Parameter using Wavelet

Estimation of the long memory parameter using wavelets. Other estimation techniques like GPH (Geweke and Porter-Hudak,1983, ) and Semiparametric methods(Robinson, P. M.,1995, ) also have included.


Reference manual

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0.1.2 by Dr. Ranjit Kumar Paul, 2 years ago

Browse source code at

Authors: Sandipan Samanta and Dr. Ranjit Kumar Paul

Documentation:   PDF Manual  

GPL license

Depends on fracdiff, wmtsa

See at CRAN