wd.elw {LongMemoryTS} | R Documentation |
Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???.
Description
Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???.
Usage
wd.elw(d)
[Package
LongMemoryTS version 0.1.0
Index]