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3 projects in result set.
0. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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Registered: 2009-01-22 11:31 |
1. Breaks For Additive Season and Trend - BFAST, Breaks For Additive Season and Trend, integrates the decomposition of time series into trend, season, and remainder components with methods for detecting and characterizing change within time series.
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- Topic : Econometrics : Structural Change [Filter]
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Registered: 2009-09-14 03:28 |
2. pvar - pvar will be a package that calculates p-variation of a sample.
In addition the calculus of p-variation will by used for testing samples for structural break.
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Registered: 2012-08-23 10:39 |
