Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical Software Library and User's Guide" by Clayton Deutsch and Andre Journel.

Fortran 77 codes to estimate cross and power spectra by sine multitapers and to plot x-y data.

Fortran 77 code to compute the estimators of multiple regression parameters by a family of Maximum Entropy Leuven Estimators under severe multicollinearity.

Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.

Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.

By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.

Mixture modelling by Minimum Message Length (MML).

Programs for the generation of synthetic 1-dimensional signals that are simple fractional Brownian noise and for determining the fractal dimension D from a simple fractal time series.

Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda) and logarithmic displacement curves of a time series.

Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to time-varying linear regression proposed by Kalaba and Tesfatsion in "Time-Varying Linear Regression Via Flexible Least Squares, " Computers and...