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

Description Usage

View source: R/local_W.R

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 June 9, 2018, 12:22 a.m.