GitHub - wonsang/wfGn: Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
R		R
man		man
.project		.project
COPYRIGHTS		COPYRIGHTS
ChangeLog		ChangeLog
DESCRIPTION		DESCRIPTION
INDEX		INDEX
NAMESPACE		NAMESPACE
THANKS		THANKS
wfGn_1.2-1.pdf		wfGn_1.2-1.pdf

About

Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

r statistics time-series wavelet time-series-analysis wavelets