R.lw.hc: Concentrated local Whittle likelihood of differenced and...

Description Usage

Description

Concentrated local Whittle likelihood of differenced and tapered estimator of Hurvich and Chen (2000). Only for internal use.

Usage

1
R.lw.hc(d, peri, m, T)

LongMemoryTS documentation built on May 2, 2019, 5:58 a.m.