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LongMemoryTS
Lambda_j
Lambda_j function
Calculate matrix Lambda_j(d) as part of the spectral density
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Calculate matrix Lambda_j(d) as part of the spectral density
Lambda_j
(
q
,
n
,
T
,
d_vec
)
LongMemoryTS package
Read PDF manual
Maintainer: Christian Leschinski
License: GPL-2
Last published: 2019-02-18
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