  The gmwm R package for inference on time series models is mainly based on the
quantity called wavelet variance which is derived from a wavelet decomposition
of a time series. This quantity provides a means to summarize and graphically
represent the features of time series in order to identify possible models.
Moreover, it is used as a moment condition for model estimation through the
generalized method of wavelet moments. Based on the latter method, this package
not only provides an alternative method to estimate classical ARMA models but
also delivers a general framework for the robust estimation of many time series
models as well as a quick and efficient estimation of many linear state-space
models.
