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 0869.60045Beran, Jan 1994 all top 5 Cited by 906 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 806 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 all top 5 Cited in 35 Fields 448 Statistics (62-XX) 285 Probability theory and stochastic processes (60-XX) 83 Numerical analysis (65-XX) 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Information and communication theory, circuits (94-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 23 Operations research, mathematical programming (90-XX) 19 Statistical mechanics, structure of matter (82-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Computer science (68-XX) 14 Real functions (26-XX) 13 Biology and other natural sciences (92-XX) 13 Systems theory; control (93-XX) 11 Ordinary differential equations (34-XX) 10 Measure and integration (28-XX) 8 Geophysics (86-XX) 4 Partial differential equations (35-XX) 4 Functional analysis (46-XX) 3 Special functions (33-XX) 3 Difference and functional equations (39-XX) 3 Operator theory (47-XX) 2 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Quantum theory (81-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Functions of a complex variable (30-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year