<p>Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.</p>

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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

J.M: Modified concentrated local Whittle likelihood. Only for internal use. cf. Hou and Perron (2014), p. 312.

Description

Usage

Arguments