R.lw.tapered function

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

R.lw.tapered(d, peri, m, p, T)
LongMemoryTS packageRead PDF manual
  • Maintainer: Christian Leschinski
  • License: GPL-2
  • Last published: 2019-02-18

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