• 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 long-memory 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 ... change-in-mean of a long-memory time series, which were recently reviewed by Wenger...
  • arfima

  • Referenced in 1 article [sw28704]
  • Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA...
  • WeightedPortTest

  • Referenced in 11 articles [sw12429]
  • Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing’ accepted for publication ... literature, particularly in detecting long-memory 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 M-estimator of the long-memory parameter d based on the robustification...
  • afmtools

  • Referenced in 1 article [sw11378]
  • best-known classes of long-memory models. In the package afmtools for R, we have ... illustrated with applications to real-life 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 Self-Similarity - 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...
  • S-PLUS

  • Referenced in 601 articles [sw02892]
  • S-PLUS 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...