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LongMemoryTS
G_hat_nonstat
G_hat_nonstat function
Estimate G-matrix with periodogram of differenced data for NS07.
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Estimate G-matrix with periodogram of differenced data for NS07.
G_hat_nonstat
(
X
,
d
,
m
)
LongMemoryTS package
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Maintainer: Christian Leschinski
License: GPL-2
Last published: 2019-02-18
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