esemifar
Smoothing Long-Memory Time Series
The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2023) doi:10.1080/03610926.2023.2276049.
- Version2.0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/07/2024
Documentation
Team
Dominik Schulz
Sebastian Letmathe
Show author detailsRolesAuthorYuanhua Feng
Show author detailsRolesAuthorJan Beran
Show author detailsRolesAuthor
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- Imports6 packages
- Linking To2 packages
- Reverse Imports1 package