longmemo

Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

CRAN Package

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Enhances1 package
  • Suggests1 package
  • Reverse Imports4 packages
  • Reverse Suggests3 packages