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fdasrvf
LongRunCovMatrix
LongRunCovMatrix function
Long Run Covariance Matrix Estimation for Multivariate Time Series
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fdasrvf package
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Maintainer: J. Derek Tucker
License: GPL-3
Last published: 2024-08-19
Useful links
https://github.com/jdtuck/fdasrvf_R/issues
https://github.com/jdtuck/fdasrvf_R