PHI_lw {LongMemoryTS}R Documentation

Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999).

Description

Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999).

Usage

PHI_lw(ht, T, p)

[Package LongMemoryTS version 0.1.0 Index]