garma
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Software:114850
Fitting and Forecasting Gegenbauer ARMA Time Series Models
Last update: 19 August 2023
Software version identifier: 0.9.11, 0.9.2, 0.9.3, 0.9.6, 0.9.7, 0.9.8, 0.9.10, 0.9.13
Copyright license: GNU General Public License, version 3.0
Methods for estimating univariate long memory-seasonal/cyclical Gegenbauer time series processes. See for example (2022) <doi:10.1007/s00362-022-01290-3>. Refer to the vignette for details of fitting these processes.
