J.M {LongMemoryTS}R Documentation

Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.

Description

Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.

Usage

J.M(vec, peri, m, T)

[Package LongMemoryTS version 0.1.0 Index]