memochange (Q43245)

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Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
Language Label Description Also known as
English
memochange
Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

    Statements

    instance of
    R package
    0 references
    last update
    26 July 2020
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    software version identifier
    1.1.1
    publication date
    26 July 2020
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    author
    Janis Becker
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    Kai Wenger
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    maintained by
    Kai Wenger
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    imports
    LongMemoryTS
    software version identifier
    ≥ 0.1.0
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    stats
    software version identifier
    ≥ 3.4.1
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    urca
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    forecast
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    fracdiff
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    sandwich
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    strucchange
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    longmemo
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    programmed in
    R
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    depends on software
    R
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    Identifiers

    swMATH work ID
    31534
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    CRAN project
    memochange
    0 references
     
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