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WaveLetLongMemory (version 0.1.2)

Estimating Long Memory Parameter using Wavelet

Description

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.

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Install

install.packages('WaveLetLongMemory')

Monthly Downloads

19

Version

0.1.2

License

GPL

Maintainer

Dr. Kumar Paul

Last Published

October 23rd, 2017

Functions in WaveLetLongMemory (0.1.2)

Wavelet

Estimating Long Memory using wavelets