
STSA
 Referenced in 1 article
[sw20186]
 used in forecasting nonlinear time series. And, in the SPECTRAL directory the user can find ... simulating, estimating and forecasting longmemory time series, a class of time series that...

memochange
 Referenced in 1 article
[sw31534]
 memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence. Test ... popular approaches for testing whether a time series exhibits a break in persistence from ... changeinmean of a longmemory time series, which were recently reviewed by Wenger...

arfima
 Referenced in 1 article
[sw28704]
 Simulates, fits, and predicts longmemory and antipersistent time series, possibly mixed with ARMA...

WeightedPortTest
 Referenced in 11 articles
[sw12429]
 Weighted Portmanteau Statistics for Time Series GoodnessofFit Testing’ accepted for publication ... literature, particularly in detecting longmemory nonlinear models. The efficacy of the proposed methods...

tsqn
 Referenced in 4 articles
[sw19449]
 /10.1080/01621459.1993.10476408”>doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically ... provides the Mestimator of the longmemory parameter d based on the robustification...

afmtools
 Referenced in 1 article
[sw11378]
 bestknown classes of longmemory models. In the package afmtools for R, we have ... illustrated with applications to reallife time series...

ITSM
 Referenced in 16 articles
[sw00461]
 ITSM (Interactive Time Series Modelling) 6.0 is an...

LASS
 Referenced in 29 articles
[sw00505]
 Local Analysis of SelfSimilarity  The LASS tool...

Mathematica
 Referenced in 5957 articles
[sw00554]
 Almost any workflow involves computing results, and that...

R
 Referenced in 8601 articles
[sw00771]
 R is a language and environment for statistical...

QUADPACK
 Referenced in 250 articles
[sw01236]
 Fortran subprograms for evaluating definite integrals of functions...

SPLUS
 Referenced in 601 articles
[sw02892]
 SPLUS is a powerful environment for statistical...

AS 97
 Referenced in 4 articles
[sw03891]
 Algorithm AS 97. Real discrete fast Fourier transform...

sandwich
 Referenced in 30 articles
[sw04486]
 R package sandwich: Robust Covariance Matrix Estimators , Model...

forecast
 Referenced in 110 articles
[sw04505]
 R package forecast: Forecasting functions for time series...

vars
 Referenced in 31 articles
[sw04507]
 R package vars: VAR Modelling , Estimation, lag selection...

tseries
 Referenced in 33 articles
[sw04509]
 R package tseries: Time series analysis and computational...

KernSmooth
 Referenced in 921 articles
[sw04586]
 Kernel smoothing refers to a general methodology for...

robustbase
 Referenced in 416 articles
[sw07114]
 R package robustbase: Basic Robust Statistics. ”Essential” Robust...

Forecast
 Referenced in 80 articles
[sw07972]
 forecast: Forecasting functions for time series and linear...