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The gmwm R package for inference on time series models is mainly based on thequantity called wavelet variance which is derived from a wavelet decompositionof a time series. This quantity provides a means to summarize and graphicallyrepresent the features of time series in order to identify possible models.Moreover, it is used as a moment condition for model estimation through thegeneralized method of wavelet moments. Based on the latter method, this packagenot only provides an alternative method to estimate classical ARMA models butalso delivers a general framework for the robust estimation of many time seriesmodels as well as a quick and efficient estimation of many linear state-spacemodels.

The gmwm R package: a comprehensive tool for time series analysis from state-space models to robustness