PHI_lw

<p>Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999).</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

PHI_lw function

Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999). — PHI_lw

Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999).

PHI_lw: Scaling factor in the asymptotic variance. Only for internal use. Cf. Velasco (1999).

Description

Usage

Arguments