R package FGN: Fractional Gaussian Noise and power law decay time series model fitting. Exact MLE and Whittle MLE estimation for power law decay models.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Sophie Achard and Irène Gannaz: Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave (2019) not zbMATH
- A. Ian McLeod; Hao Yu; Zinovi Krougly: Algorithms for Linear Time Series Analysis: With R Package (2007) not zbMATH