Change package name (once STAT 463 is finished)
robertomolinari opened this issue · comments
Roberto Molinari commented
Change package name (once STAT 463 is finished)
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.
robertomolinari opened this issue · comments