wd.elw

<p>Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???.</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

wd.elw function

Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???. — wd.elw

Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???.

wd.elw: Concentrated local Whittle likelihood. Only for internal use. cf. Shimotsu and Phillips (2005), p. ???.

Description

Usage

Arguments