| Name : R-mlrv
| |
| Version : 0.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.2
| Date : 2024-09-12 10:44:21
|
| Group : Development/Libraries/Other
| Source RPM : R-mlrv-0.1.2-lp153.1.2.src.rpm
|
| Size : 0.62 MB
| |
| Packager : (none)
| |
| Summary : Long-Run Variance Estimation in Time Series Regression
|
Description :
Plug-in and difference-based long-run covariance matrix estimation for
time series regression. Two applications of hypothesis testing are also
provided. The first one is for testing for structural stability in
coefficient functions. The second one is aimed at detecting long memory
in time series regression. Lujia Bai and Weichi Wu
(2024)< doi:10.3150/23-BEJ1680> Zhou Zhou and Wei Biao
Wu(2010)< doi:10.1111/j.1467-9868.2010.00743.x> Jianqing Fan and Wenyang
Zhang< doi:10.1214/aos/1017939139> Lujia Bai and Weichi
Wu(2024)< doi:10.1093/biomet/asae013> Dimitris N. Politis, Joseph P.
Romano, Michael Wolf(1999)< doi:10.1007/978-1-4612-1554-7> Weichi Wu and
Zhou Zhou(2018)< doi:10.1214/17-AOS1582>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
