R.lw.hc: Concentrated local Whittle likelihood of differenced and...

Description Usage

Description

Concentrated local Whittle likelihood of differenced and tapered estimator of Hurvich and Chen (2000). Only for internal use.

Usage

1
R.lw.hc(d, peri, m, T)

FunWithR/LongMemoryTS documentation built on May 12, 2019, 10:29 p.m.