Description Usage Arguments Details References Examples

`GSE`

Estimates the matrix G based on an estimate of the vector of memory parameters.

1 | ```
GSE(X, m = m)
``` |

`X` |
data matrix with T observations of q-dimensional process. |

`m` |
bandwith parameter specifying the number of Fourier frequencies.
used for the estimation usually |

add details here.

Shimotsu, K. (2007): Gaussian semiparametric estimation of multivariate fractionally integrated processes. Journal of Econometrics, Vol. 137, No. 2, pp. 277 - 310.

1 2 3 4 5 6 |

FunWithR/LongMemoryTS documentation built on June 9, 2018, 12:22 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.