CliftLRD

Authors Matt Nunes, Marina Knight

Last update 9 April 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1-1, PACKAGES.rds, 0.1-2

Description

Implementation of Hurst exponent estimators based on complex-valued lifting wavelet energy from Knight, M. I and Nunes, M. A. (2018) <doi:10.1007/s11222-018-9820-8>.

Cites work

Long memory estimation for complex-valued time series

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