s.delta

<p>Derivative of multivariate local Whittle objective function in R08.</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

s.delta function

Derivative of multivariate local Whittle objective function in R08. — s.delta

Derivative of multivariate local Whittle objective function in R08.

s.delta: Derivative of multivariate local Whittle objective function in R08.

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