simts (Q97869)

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Time Series Analysis Tools
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    simts
    Time Series Analysis Tools

      Statements

      0.2.1
      3 September 2022
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      0.1.0
      19 July 2019
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      0.1.1
      22 July 2019
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      0.2.0
      3 January 2022
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      0.2.2
      31 August 2023
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      31 August 2023
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      A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
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