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  "Date": "2026-03-20",
  "Title": "Estimation of Multivariate Long-Memory Models Parameters",
  "Authors@R": "c(person(\"Sophie\", \"Achard\", role=c(\"aut\"), email=\"sophie.achard@univ-grenoble-alpes.fr\"),person(\"Irene\",\"Gannaz\", role=c(\"aut\",\"cre\"), email=\"irene.gannaz@grenoble-inp.fr\"))",
  "Maintainer": "Irene Gannaz <irene.gannaz@grenoble-inp.fr>",
  "Description": "Computation of an estimation of the long-memory parameters\nand the long-run covariance matrix using a multivariate model\n(Lobato (1999) <doi:10.1016/S0304-4076(98)00038-4>; Shimotsu\n(2007) <doi:10.1016/j.jeconom.2006.01.003>). Two\nsemi-parametric methods are implemented: a Fourier based\napproach (Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>)\nand a wavelet based approach (Achard and Gannaz (2016)\n<doi:10.1111/jtsa.12170>; Achard and Gannaz (2024)\n<doi:10.1111/jtsa.12719>). Real and complex wavelets are\nimplemented.",
  "License": "GPL (>= 2)",
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  "NeedsCompilation": "no",
  "Author": "Sophie Achard [aut], Irene Gannaz [aut, cre]",
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    {
      "page": "multiwave-package",
      "title": "Estimation of multivariate long-memory models parameters: memory parameters and long-run covariance matrix (also called fractal connectivity).",
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        "multiwave-package",
        "multiwave"
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      "title": "Time series obtained by an fMRI experiment on the brain",
      "topics": [
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