Package: multiwave
Version: 1.1
Date: 2016-10-13
Title: Estimation of Multivariate Long-Memory Models Parameters
Authors@R: c(person("Sophie", "Achard", role=c("aut","cre"), email="sophie.achard@gipsa-lab.fr"),person("Irene","Gannaz", role=c("aut"), email="irene.gannaz@insa-lyon.fr"))
Maintainer: Sophie Achard <sophie.achard@gipsa-lab.fr>
Description: Computation of an estimation of the long-memory parameters and
     the long-run covariance matrix using a multivariate model
	 (Lobato (1999) <10.1016/S0304-4076(98)00038-4>; Shimotsu (2007) <10.1016/j.jeconom.2006.01.003>). Two semi-parametric methods are
	 implemented: a Fourier based approach (Shimotsu (2007) <10.1016/j.jeconom.2006.01.003>) and a wavelet based
	 approach (Achard and Gannaz (2016) <10.1111/jtsa.12170>).
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2016-10-14 19:45:50 UTC; achards
Author: Sophie Achard [aut, cre],
  Irene Gannaz [aut]
Repository: CRAN
Date/Publication: 2016-10-15 18:52:06
