G_hat_nonstat

<p>Estimate G-matrix with periodogram of differenced data for NS07.</p>

internal

Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Christian Leschinski

LongMemoryTS

Long Memory Time Series

Michelle Voges

Kai Wenger

G_hat_nonstat function

Estimate G-matrix with periodogram of differenced data for NS07. — G_hat_nonstat

Estimate G-matrix with periodogram of differenced data for NS07.

G_hat_nonstat: Estimate G-matrix with periodogram of differenced data for NS07.

Description

Usage

Arguments