thr3ads.net - R help - [R] Parzen estimator of fractional degree of difference, d [Feb 2011]

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Fologo Dubois

2011-Feb-14 18:13 UTC

[R] Parzen estimator of fractional degree of difference, d

Does R have a function for Parzen degree of differencing estimator? I am
referring to the non-parametric kernel density estimator set forth by Parzen in
Parzen (1983)

R help - Feb 2011 - Parzen estimator of fractional degree of difference, d

[R] Parzen estimator of fractional degree of difference, d