ltsa

MaRDI QIDQ37351swMATHCRANFDO

Authors A.i. Mcleod

Last update 21 December 2015

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

Software version identifier 1.4.6

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

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

Cited in

(14)

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

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