longmemo (Q23163)
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Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | longmemo |
Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality |
Statements
expanded from: GPL (≥ 2) (English)
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11 July 2025
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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.
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Jan Beran
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