artfima

MaRDI QIDQ42225swMATHCRANFDO

Authors A. I. Mcleod

Last update 14 July 2016

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.5

Official website https://cran.r-project.org/web/packages/artfima/index.html

Source code repository https://github.com/cran/artfima

Described by source

• Parameter estimation for ARTFIMA time series

Cited in

(4)

• Asymptotic theory for regression models with fractional local to unity root errors
• Asymptotic theory for near integrated processes driven by tempered linear processes
• TFPDE
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing

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