| Name : R-multiwave
| |
| Version : 1.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:11:04
|
| Group : Development/Libraries/Other
| Source RPM : R-multiwave-1.4-lp153.2.13.src.rpm
|
| Size : 0.90 MB
| |
| Packager : (none)
| |
| Summary : Estimation of Multivariate Long-Memory Models Parameters
|
Description :
Computation of an estimation of the long-memory parameters and the
long-run covariance matrix using a multivariate model (Lobato (1999)
< doi:10.1016/S0304-4076(98)00038-4> Shimotsu (2007)
< doi:10.1016/j.jeconom.2006.01.003>). Two semi-parametric methods are
implemented: a Fourier based approach (Shimotsu (2007)
< doi:10.1016/j.jeconom.2006.01.003>) and a wavelet based approach
(Achard and Gannaz (2016) < doi:10.1111/jtsa.12170>).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
