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artfima

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Software:42225
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swMATH30511CRANartfimaMaRDI QIDQ42225FDOQ42225

ARTFIMA Model Estimation

A. I. Mcleod

Last update: 14 July 2016

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

Software version identifier: 1.5

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



Described by source

  • Parameter estimation for ARTFIMA time series


Cited In (3)

  • Asymptotic theory for regression models with fractional local to unity root errors
  • Asymptotic theory for near integrated processes driven by tempered linear processes
  • Tempered fractional Brownian motion: wavelet estimation, modeling and testing


This page was built for software: artfima

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