LongMemoryTS (0.1.0)

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Long Memory Time Series.


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.

Maintainer: Christian Leschinski
Author(s): Christian Leschinski [aut, cre], Michelle Voges [ctb], Kai Wenger [ctb]

License: GPL-2

Uses: fracdiff, longmemo, mvtnorm, partitions, Rcpp

Released over 1 year ago.



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