SMAC-Group/gmwm

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

语言：R · GitHub 星标：34 · Fork：15

话题：armadillo · r · rcpp · robust · time-series · wavelet-variance

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