Package: nsarfima
Title: Methods for Fitting and Simulating Non-Stationary ARFIMA Models
Version: 0.2.0.0
Authors@R: person("Benjamin", "Groebe", email = "ben.groebe@gmail.com", role = c("aut", "cre"))
Author: Benjamin Groebe [aut, cre]
Maintainer: Benjamin Groebe <ben.groebe@gmail.com>
Description: Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of covariance stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) <doi:10.1111/j.1368-423X.2007.00202.x>. Beran, J. (1995) <doi:10.1111/j.2517-6161.1995.tb02054.x>.
Depends: R (>= 3.6.0)
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2020-08-06 13:28:25 UTC; Ben
Repository: CRAN
Date/Publication: 2020-08-06 14:30:03 UTC
Built: R 4.6.0; ; 2026-04-26 23:12:18 UTC; unix
