R.lw

<p>Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633.</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.lw function

Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633. — R.lw

Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633.

R.lw: Concentrated local Whittle likelihood. Only for internal use. cf. Robinson (1995), p. 1633.

Description

Usage

Arguments