LBI: function to calculate sequence of LBI test statistics by...
In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

LBI	R Documentation

function to calculate sequence of LBI test statistics by Busetti and Taylor (2004). For internal use only.

function to calculate sequence of LBI test statistics by Busetti and Taylor (2004). For internal use only.

LBI(x, trend, tau)

memochange documentation built on April 3, 2025, 9:21 p.m.

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