Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

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Documentation for package ‘longmemo’ version 1.1-2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

B.specFGN	Spectral Density of Fractional Gaussian Noise
CetaARIMA	Covariance for fractional ARIMA
CetaFGN	Covariance Matrix of Eta for Fractional Gaussian Noise
ckARMA0	Covariances of a Fractional ARIMA(0,d,0) Process
ckFGN0	Covariances of a Fractional Gaussian Process
ethernetTraffic	Ethernet Traffic Data Set
FEXPest	Fractional EXP (FEXP) Model Estimator
lines.FEXP	Plot Method for FEXP and WhittleEst Model Fits
lines.WhittleEst	Plot Method for FEXP and WhittleEst Model Fits
llplot	Log-Log and Log-X Plot of Spectrum
lxplot	Log-Log and Log-X Plot of Spectrum
NBSdiff1kg	NBS measurement deviations from 1 kg
NhemiTemp	Northern Hemisphere Temperature
NileMin	Nile River Minima, yearly 622-1284
nobs	Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
nobs.WhittleEst	Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
per	Simple Periodogram Estimate
plot.FEXP	Plot Method for FEXP and WhittleEst Model Fits
plot.WhittleEst	Plot Method for FEXP and WhittleEst Model Fits
print.FEXP	Fractional EXP (FEXP) Model Estimator
print.WhittleEst	Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
Qeta	Approximate Log Likelihood for Fractional Gaussian Noise / Fractional ARIMA
simARMA0	Simulate (Fractional) Gaussian Processes
simFGN.fft	Simulate (Fractional) Gaussian Processes
simFGN0	Simulate (Fractional) Gaussian Processes
simGauss	Simulate (Fractional) Gaussian Processes
specARIMA	Spectral Density of Fractional ARMA Process
specFGN	Spectral Density of Fractional Gaussian Noise
videoVBR	Video VBR data
WhittleEst	Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA