artfima

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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

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