corrections: Computes vector of correction terms for second-stage...

In MSinference: Multiscale Inference for Nonparametric Time Trend(s)

Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).

Description

Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).

Usage

corrections(coefs, var_eta, len)

Arguments

coefs	Given (estimated) coefficients of the AR time series.
var_eta	Variance of the innovation term
len	Length of the vector of the corrections

Value

. Vector of the corrections terms of length len.

MSinference documentation built on Sept. 11, 2024, 5:38 p.m.