R.lw.tapered: Concentrated local Whittle likelihood for tapered estimate....

Description Usage

Description

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

Usage

1
R.lw.tapered(d, peri, m, p, T)

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