R and C++ code that accompanies the article
P. F. Craigmile and D. Mondal, Estimation of long range dependence in gappy Gaussian time series
Revision submitted for review.
Contact: [email protected]
Requires the installation of the 'dwt' and 'spectral' R libraries which are available from:
(https://github.com/petercraigmile/dwt)
(https://github.com/petercraigmile/spectral)
Craigmile is supported in part by the US National Science Foundation (NSF) under grants NSF-DMS-1407604 and NSF-SES-1424481, and the National Cancer Institute of the National Institutes of Health under Award Number R21CA212308. Mondal is supported by National Science Foundation grant NSF-DMS-0906300 and NSF-DMS1519890.