FGN: Fractional Gaussian Noise, estimation and simulaton

MLE for H parameter in FGN; MLE for regression with FGN error; simulation of FGN; print, summary, plot, coef, residuals, Boot methods.

Version: 1.5
Depends: R (≥ 2.1.0), ltsa
Imports: ltsa
Published: 2011-02-12
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: GPL (≥ 2)
URL: http://www.stats.uwo.ca/faculty/aim
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: FGN citation info
CRAN checks: FGN results

Downloads:

Package source: FGN_1.5.tar.gz
MacOS X binary: FGN_1.5.tgz
Windows binary: FGN_1.5.zip
Reference manual: FGN.pdf
News/ChangeLog:NEWS
Old sources: FGN archive

Reverse dependencies:

Reverse suggests: portes