R.lw {LongMemoryTS}R Documentation

Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633.

Description

Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633.

Usage

R.lw(d, peri, m, T, l = 1)

[Package LongMemoryTS version 0.1.0 Index]