PPMiss

Copula-Based Estimator for Long-Range Dependent Processes under Missing Data

CRAN Package

Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) . Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing (as reported in ) and has been found to outperform several other commonly applied estimators.

  • Version0.1.1
  • R version≥ 4.0.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release09/04/2023

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  • Depends1 package
  • Imports4 packages