R_lw_ch

<p>Local Whittle estimator for tapered periodogram - function to optimize</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_ch function

Local Whittle estimator for tapered periodogram - function to optimize — R_lw_ch

Local Whittle estimator for tapered periodogram - function to optimize

R_lw_ch: Local Whittle estimator for tapered periodogram - function to optimize

Description

Usage

Arguments