R.lw.tapered

<p>Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).</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

Michelle Voges

Kai Wenger

R.lw.tapered function

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999). — R.lw.tapered

Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

R.lw.tapered: Concentrated local Whittle likelihood for tapered estimate. Only for internal use. Cf. Velasco (1999).

Description

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