gammaKernelTauAsymptotic {BSS} | R Documentation |
Asymptotic scale factor for the gamma kernel
gammaKernelTauAsymptotic(n, alpha)
n |
a positive integer indicating the number of observations per unit of time. |
alpha |
the smoothness parameter, alpha, for the gamma kernel. |
The function returns an approximation for the scale factor (tau_n) for the gamma kernel with
smoothness parameter alpha
, observed at frequency n
per unit of time, using the asymptotic
expression for the scale factor.