# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "multiwave" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'multiwave: Estimation of Multivariate Long-Memory Models Parameters'
version: '2.0'
doi: 10.18637/jss.v089.i06
identifiers:
- type: doi
  value: 10.32614/CRAN.package.multiwave
abstract: 'Computation of an estimation of the long-memory parameters and the long-run
  covariance matrix using a multivariate model (Lobato (1999) <https://doi.org/10.1016/S0304-4076(98)00038-4>;
  Shimotsu (2007) <https://doi.org/10.1016/j.jeconom.2006.01.003>). Two semi-parametric
  methods are implemented: a Fourier based approach (Shimotsu (2007) <https://doi.org/10.1016/j.jeconom.2006.01.003>)
  and a wavelet based approach (Achard and Gannaz (2016) <https://doi.org/10.1111/jtsa.12170>;
  Achard and Gannaz (2024) <https://doi.org/10.1111/jtsa.12719>). Real and complex
  wavelets are implemented.'
authors:
- family-names: Achard
  given-names: Sophie
  email: sophie.achard@univ-grenoble-alpes.fr
- family-names: Gannaz
  given-names: Irene
  email: irene.gannaz@grenoble-inp.fr
preferred-citation:
  type: article
  title: 'Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave'
  authors:
  - family-names: Achard
    given-names: Sophie
    email: sophie.achard@gipsa-lab.fr
  - family-names: Gannaz
    given-names: Ir\`ene
  journal: Journal of Statistical Software
  year: '2019'
  volume: '89'
  issue: '6'
  doi: 10.18637/jss.v089.i06
  start: '1'
  end: '31'
repository: https://cran.r-universe.dev
commit: 91a64a51ed2a8b14fe1f7968d0462261abb975c0
date-released: '2026-03-20'
contact:
- family-names: Gannaz
  given-names: Irene
  email: irene.gannaz@grenoble-inp.fr