J.M {LongMemoryTS} | R Documentation |
Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.
Description
Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.
Usage
J.M(vec, peri, m, T)
[Package
LongMemoryTS version 0.1.0
Index]