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]