PPMiss

Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) doi:10.1007/s00362-023-01418-z. 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 doi:10.48550/arXiv.2303.04754) and has been found to outperform several other commonly applied estimators.

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