J.M: Modified concentrated local Whittle likelihood. Only for...
In FunWithR/LongMemoryTS: Long Memory Time Series
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 May 12, 2019, 10:29 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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.