multiwave

Computation of an estimation of the long-memory parameters and the long-run covariance matrix using a multivariate model (Lobato (1999) doi:10.1016/S0304-4076(98)00038-4; Shimotsu (2007) doi:10.1016/j.jeconom.2006.01.003). Two semi-parametric methods are implemented: a Fourier based approach (Shimotsu (2007) doi:10.1016/j.jeconom.2006.01.003) and a wavelet based approach (Achard and Gannaz (2016) doi:10.1111/jtsa.12170).

Last 30 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.

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.