PPMiss

cranv0.1.2

Copula-Based Estimator for Long-Range Dependent Processes under Missing Data. Implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) <doi:10.1007/s00362-023-01418-z>. Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing

License GPL (>= 3)0 versions1 maintainers4 deps50 weekly dl
https://CRAN.R-project.org/package=PPMiss
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20/25
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0/20
popularity
25/25
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0/15
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2/15
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First published · 2026-02-19 00:00:24

Last updated · 2026-02-18T22:20:02+00:00