longmemo
Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1-4 |
2026-04-09 windows/windows R-4.5 | longmemo_1.1-4.zip |
229.7 KiB |