FGN: Fractional Gaussian Noise and hyperbolic decay time series model fitting

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
Materials: NEWS
In views: TimeSeries
CRAN checks: FGN results

Downloads:

Reference manual: FGN.pdf
Package source: FGN_2.0-11.tar.gz
OS X binary: FGN_2.0-11.tgz
Windows binary: FGN_2.0-11.zip
Old sources: FGN archive

Reverse dependencies:

Reverse suggests: portes