J.M: Modified concentrated local Whittle likelihood. Only for...
In LongMemoryTS: Long Memory Time Series
Description
Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.
Usage
1
J.M(vec, peri, m, T)
LongMemoryTS documentation built on May 2, 2019, 5:58 a.m.
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Description
Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.
Usage
1 | J.M(vec, peri, m, T)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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