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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); wmtsa; Ox; SimEstFBM; KernSmooth; itsmr; sapa; LASS; fracdiff; FinTS; Matlab; ARFIMA; STABLE; ltsa; bootstrap; astsa; quantreg; forecast; plfit
Cited in: 685 Documents

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 946 Authors

31 Beran, Jan
21 Li, Ming
16 Ghosh, Sucharita
15 Taqqu, Murad S.
15 Wang, Lihong
12 Wyłomańska, Agnieszka
10 Surgailis, Donatas
10 Tarasov, Vasily E.
9 Palma, Wilfredo
9 Pipiras, Vladas
9 Sikora, Grzegorz
9 Zhao, Wei
8 Ginovyan, Mamikon S.
7 Baek, Changryong
7 Chronopoulou, Alexandra
7 Feng, Yuanhua
7 Koul, Hira Lal
7 Lai, Dejian
7 Leonenko, Nikolai N.
7 Lillo, Fabrizio
7 Samorodnitsky, Gennady Pinkhosovich
7 Tudor, Ciprian A.
6 Farmer, James Doyne
6 Kumar, Arun
6 Nielsen, Morten Ørregaard
6 Zhang, Qiang
5 Anh, Vo V.
5 Bai, Shuyang
5 Bisaglia, Luisa
5 Boutahar, Mohamed
5 Lopes, Sílvia R. C.
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 Gao, Jiti
4 Gerolimetto, Margherita
4 Ko, Kyungduk
4 Kristoufek, Ladislav
4 Martin, Gael M.
4 Mishura, Yuliya Stepanivna
4 Olenko, Andriy Yakovych
4 Peligrad, Magda
4 Ruiz-Medina, María Dolores
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 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 Gajda, Janusz
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 Jensen, Mark J.
3 Kokoszka, Piotr S.
3 Kulik, Rafał
3 Lieberman, Offer
3 Liu, Guangying
3 Liu, Haiyan
3 Majewski, Kurt
3 Mielniczuk, Jan
3 Naldi, Maurizio
3 Olbermann, Barbara P.
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 Ravishanker, Nalini
3 Resnick, Sidney Ira
...and 846 more Authors
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Cited in 170 Serials

39 Journal of Statistical Planning and Inference
25 Computational Statistics and Data Analysis
24 Journal of Time Series Analysis
22 Physica A
21 Statistics & Probability Letters
21 Communications in Statistics. Theory and Methods
20 Stochastic Processes and their Applications
18 Mathematical Problems in Engineering
17 Journal of Econometrics
17 Journal of Statistical Computation and Simulation
14 The Annals of Statistics
14 Journal of Multivariate Analysis
14 Bernoulli
12 Communications in Statistics. Simulation and Computation
12 Quantitative Finance
12 Electronic Journal of Statistics
10 Chaos, Solitons and Fractals
10 Statistical Papers
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
7 Journal of the Korean Statistical Society
6 Advances in Applied Probability
6 Annals of the Institute of Statistical Mathematics
6 Mathematics and Computers in Simulation
6 Stochastic Analysis and Applications
6 Econometric Theory
5 Metrika
5 The Annals of Probability
5 Applied Mathematics and Computation
5 Physica D
5 Econometric Reviews
5 Journal of Theoretical Probability
5 The Annals of Applied Probability
5 Computational Statistics
5 International Journal of Theoretical and Applied Finance
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 Theory of Probability and Mathematical Statistics
4 Studies in Nonlinear Dynamics and Econometrics
4 Fractional Calculus & Applied Analysis
4 Statistical Inference for Stochastic Processes
4 Brazilian Journal of Probability and Statistics
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Probability Surveys
3 Acta Applicandae Mathematicae
3 Statistical Science
3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 Applied Mathematical Modelling
3 Fractals
3 Methodology and Computing in Applied Probability
3 Entropy
3 Stochastics
3 The European Physical Journal B. Condensed Matter and Complex Systems
3 Annals of Finance
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 International Journal of Wavelets, Multiresolution and Information Processing
2 Mediterranean Journal of Mathematics
2 Journal of Physics A: Mathematical and Theoretical
2 Science China. Mathematics
2 Sankhyā. Series B
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
...and 70 more Serials

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