Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

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.

The main purpose of this R package longmemo (and its predecessing S-plus scripts) has always been to provide

• primarily the data sets
• less importantly the code from chapter 12

of the book

@Book{BerJ94,
  author = 	 {Jan Beran},
  title = 	 {Statistics for Long-Memory Processes},
  publisher = {Chapman \& Hall},
  year = 	 1994,
  series =	 {Monographs on Statistics and Applied Probability 61},
  address =	 NY
}

Jan Beran sent the necessary files to me (by e-mail on 1995-09-15) with explicit consent to make them available electronically.

		 Martin Maechler <[email protected]>
		 Sept.1995;  April, August 2002