R.lw.tapered {LongMemoryTS}R Documentation

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

Description

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

Usage

R.lw.tapered(d, peri, m, p, T)

[Package LongMemoryTS version 0.1.0 Index]