PPMiss.Package {PPMiss}R Documentation

PPMiss: Copula-Based Estimator for Long-Range Dependent Processes under Missing Data.

Description

The PPMiss package provides functions for parameter estimation of univariate time series by means of a parametric copula approach. The methodology is based on the relationship between the process' covariance decay and a parametric bivariate copulas associated to lagged variables.

Author(s)

Taiane Schaedler Prass taianeprass@gmail.com and Guilherme Pumi guipumi@gmail.com


[Package PPMiss version 0.1.1 Index]