J.M: Modified concentrated local Whittle likelihood. Only for...

Description Usage

View source: R/Hou_Perron.R

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)

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