R.elw.weighted

<p>concentrated likelihood function for ELW estimator - weighted version</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

R.elw.weighted function

concentrated likelihood function for ELW estimator - weighted version — R.elw.weighted

concentrated likelihood function for ELW estimator - weighted version

R.elw.weighted: concentrated likelihood function for ELW estimator - weighted version

Description

Usage

Arguments