ltsa

MaRDI QIDQ37351swMATHCRANFDO

Authors A.i. Mcleod, Hao Yu, Zinovi Krougly

Last update 18 September 2024

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

Software version identifier 1.4.6, PACKAGES.rds, 1.0, 1.1, 1.3, 1.4.2, 1.4.4, 1.4.5, 1.4, 1.4.6.1

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

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

Description

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Cited in

(16)

• tscopula
• garma
• ConfZIC
• GW-WINKS
• Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process
• An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost
• sarima
• tscount
• k.c
• arfima
• slm
• artfima
• beyondWhittle
• ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA
• gmwmx
• disagmethod

This page was built for software: ltsa