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longmemo

swMATH ID: 11216
Software Authors: Jan Beran; Brandon Whitcher; Martin Maechler
Description: longmemo: Statistics for Long-Memory Processes (Jan Beran) – Data and Functions. Datasets and Functionality from the textbook Jan Beran (1994). Statistics for Long-Memory Processes; Chapman & Hall.
Homepage: http://cran.r-project.org/web/packages/longmemo/index.html
Source Code: https://github.com/cran/longmemo
Dependencies: R
Related Software: R; fda (R); Ox; itsmr; KernSmooth; SimEstFBM; wmtsa; LASS; sapa; fracdiff; ARFIMA; STABLE; Matlab; K2; ltsa; ML; forecast; plfit; QSIMVN; quantreg
Cited in: 654 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Statistics for long-memory processes. Zbl 0869.60045
Beran, Jan
1994
all top 5

Cited by 905 Authors

31 Beran, Jan
20 Li, Ming
16 Ghosh, Sucharita
15 Taqqu, Murad S.
15 Wang, Lihong
11 Wyłomańska, Agnieszka
10 Surgailis, Donatas
9 Palma, Wilfredo
9 Tarasov, Vasily E.
9 Zhao, Wei
8 Pipiras, Vladas
8 Sikora, Grzegorz
7 Feng, Yuanhua
7 Ginovyan, Mamikon S.
7 Koul, Hira Lal
7 Lai, Dejian
7 Leonenko, Nikolai N.
7 Lillo, Fabrizio
7 Samorodnitsky, Gennady Pinkhosovich
7 Tudor, Ciprian A.
6 Baek, Changryong
6 Chronopoulou, Alexandra
6 Farmer, James Doyne
6 Nielsen, Morten Ørregaard
6 Zhang, Qiang
5 Anh, Vo V.
5 Bai, Shuyang
5 Bisaglia, Luisa
5 Boutahar, Mohamed
5 Peiris, M. Shelton
5 Poskitt, Donald Stephen
5 Reisen, Valdério Anselmo
5 Tsai, Henghsiu
5 Viens, Frederi G.
5 Wu, Wei Biao
4 Abry, Patrice
4 Bardet, Jean-Marc
4 Benhenni, Karim
4 Chen, Yangquan
4 El-Bassiouny, Ahmed H.
4 Gajda, Janusz
4 Gao, Jiti
4 Gerolimetto, Margherita
4 Ko, Kyungduk
4 Lopes, Sílvia R. C.
4 Martin, Gael M.
4 Olenko, Andriy Yakovych
4 Peligrad, Magda
4 Sahakyan, Artur A.
4 Tarasova, Valentina V.
4 Telkmann, Klaus
4 Terdik, György H.
4 Torres Román, Deni
4 Vieu, Philippe
4 Wang, Yizao
4 Wishart, Justin Rory
3 Barczy, Mátyás
3 Bondon, Pascal
3 Bryk, Artur
3 Burnecki, Krzysztof
3 Chan, Kung-Sik
3 Chan, Ngai Hang
3 Chang, Yen-Ching
3 Chevillon, Guillaume
3 Coeurjolly, Jean-François
3 De Giovanni, Livia
3 Dedecker, Jérôme
3 Di Matteo, Tiziana
3 Didier, Gustavo
3 Frías, María P.
3 Garavaglia, Mario
3 Guo, Hongwen
3 Hedli-Griche, Sonia
3 Honda, Toshio
3 Iglói, Endre
3 Inoue, Akihiko
3 Ivanov, Aleksandr Vladimirovich
3 Jaisson, Thibault
3 Kokoszka, Piotr S.
3 Kristoufek, Ladislav
3 Kulik, Rafał
3 Lieberman, Offer
3 Liu, Guangying
3 Liu, Haiyan
3 Majewski, Kurt
3 Mielniczuk, Jan
3 Naldi, Maurizio
3 Pap, Gyula
3 Pérez, Darío G.
3 Pieczynski, Wojciech
3 Politis, Dimitris Nicolas
3 Rachdi, Mustapha
3 Rachev, Svetlozar T.
3 Ramírez-Pacheco, Julio César
3 Resnick, Sidney Ira
3 Rosso, Osvaldo A.
3 Ruiz-Medina, María Dolores
3 Shao, Xiaofeng
3 Sheng, Hu
3 Sibbertsen, Philipp
...and 805 more Authors
all top 5

Cited in 163 Serials

39 Journal of Statistical Planning and Inference
25 Computational Statistics and Data Analysis
24 Journal of Time Series Analysis
22 Physica A
21 Communications in Statistics. Theory and Methods
20 Statistics & Probability Letters
20 Stochastic Processes and their Applications
18 Mathematical Problems in Engineering
17 Journal of Econometrics
17 Journal of Statistical Computation and Simulation
14 Journal of Multivariate Analysis
14 Bernoulli
13 The Annals of Statistics
12 Quantitative Finance
11 Communications in Statistics. Simulation and Computation
10 Statistical Papers
10 Electronic Journal of Statistics
9 Chaos, Solitons and Fractals
8 Journal of Economic Dynamics & Control
8 Mathematical and Computer Modelling
8 Economics Letters
7 Lithuanian Mathematical Journal
7 Journal of Nonparametric Statistics
7 Chaos
7 Journal of Applied Statistics
7 Communications in Nonlinear Science and Numerical Simulation
6 Annals of the Institute of Statistical Mathematics
6 Mathematics and Computers in Simulation
6 Stochastic Analysis and Applications
6 Journal of the Korean Statistical Society
5 Advances in Applied Probability
5 Metrika
5 The Annals of Probability
5 Applied Mathematics and Computation
5 Physica D
5 Econometric Reviews
5 The Annals of Applied Probability
5 Computational Statistics
5 Econometric Theory
5 Stochastic Models
5 Statistical Methods and Applications
5 Journal of Statistical Mechanics: Theory and Experiment
5 Journal of Statistical Theory and Practice
4 Physics Letters. A
4 Journal of Applied Probability
4 Journal of Theoretical Probability
4 International Journal of Theoretical and Applied Finance
4 Statistical Inference for Stochastic Processes
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Acta Applicandae Mathematicae
3 Statistical Science
3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 Applied Mathematical Modelling
3 Theory of Probability and Mathematical Statistics
3 Fractals
3 Methodology and Computing in Applied Probability
3 Brazilian Journal of Probability and Statistics
3 Entropy
3 Stochastics
3 Probability Surveys
3 Journal of Time Series Econometrics
2 Journal of Mathematical Analysis and Applications
2 Physics Reports
2 Scandinavian Journal of Statistics
2 Biometrics
2 Journal of Computational and Applied Mathematics
2 Kybernetika
2 Statistics
2 Queueing Systems
2 Signal Processing
2 Cybernetics and Systems Analysis
2 Applied Mathematics. Series B (English Edition)
2 Applied and Computational Harmonic Analysis
2 Applicationes Mathematicae
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Nonlinear Dynamics
2 Fractional Calculus & Applied Analysis
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Mediterranean Journal of Mathematics
2 The European Physical Journal B. Condensed Matter and Complex Systems
2 Science China. Mathematics
2 Annals of Finance
1 Modern Physics Letters B
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 International Journal of Mathematical Education in Science and Technology
1 Inverse Problems
1 Information Processing Letters
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Ukrainian Mathematical Journal
1 Automatica
1 Journal of the American Statistical Association
1 Journal of Mathematical Psychology
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Statistica Neerlandica
1 Mathematical Social Sciences
1 Operations Research Letters
1 Circuits, Systems, and Signal Processing
...and 63 more Serials

Citations by Year