R.lw.hc {LongMemoryTS} | R Documentation |
Concentrated local Whittle likelihood of differenced and tapered estimator of Hurvich and Chen (2000). Only for internal use.
Description
Concentrated local Whittle likelihood of differenced and tapered estimator of Hurvich and Chen (2000). Only for internal use.
Usage
R.lw.hc(d, peri, m, T)
[Package LongMemoryTS version 0.1.0 Index]