Exact MLE and Whittle MLE estimation for various hyperbolic decay time series models.
| Version: | 2.0-11 |
| Depends: | R (≥ 2.1.0), ltsa, akima |
| Imports: | ltsa |
| Published: | 2013-04-13 |
| Author: | A.I. McLeod and Justin Veenstra |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | CC BY-NC-SA 3.0 |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | yes |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Citation: | FGN citation info |
| In views: | TimeSeries |
| CRAN checks: | FGN results |
| Package source: | FGN_2.0-11.tar.gz |
| MacOS X binary: | FGN_2.0-11.tgz |
| Windows binary: | FGN_2.0-11.zip |
| Reference manual: | FGN.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | FGN archive |
| Reverse suggests: | portes |