esemifar: Smoothing Long-Memory Time Series
Yuanhua Feng, Jan Beran, Sebastian Letmathe, Dominik Schulz · 2021
The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2023) .