Code
BivarLRD: Modeling of bivariate long-range dependent series with general phase.
detectR: Detection of change points and testing in autocovariances of high-dimensional time series.
hermir: Synthesis of multivariate stationary Gaussian and non-Gaussian series/fields.
LatentGaussCounts: Count time series modeling for most classic discrete marginal distributions.
multivar: Penalized estimation and forecasting of multiple subject vector autoregressive (multi-VAR) models.