R package fractal: A Fractal Time Series Modeling and Analysis Package. Stochastic fractal and deterministic chaotic time series analysis.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan: Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series (2019)
- Cardinali, Alessandro; Nason, Guy P.: Practical powerful wavelet packet tests for second-order stationarity (2018)
- Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun: Elements of copula modeling with R (2018)
- Norwood, Ben; Killick, Rebecca: Long memory and changepoint models: a spectral classification procedure (2018)
- Huffaker, Ray; Bittelli, Marco; Rosa, Rodolfo: Nonlinear time series analysis with R (2017)
- Alessandro Cardinali; Guy Nason: Costationarity of Locally Stationary Time Series Using costat (2013) not zbMATH