vse4ts

MaRDI QIDQ7387356CRANFDO

Authors Mengyang Zheng, Hui Fu

Last update 1 July 2024

Copyright license MIT license, File License

Software version identifier 1.0.0

Description

Methods for calculating the variance scale exponent to identify memory patterns in time series data. Includes tests for white noise, short memory, and long memory. See Fu, H. et al. (2018) <doi:10.1016/j.physa.2018.06.092>.

Cites work

• On a class of estimation and test for long memory

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