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artfima (version 1.2)

informationMatrixARTFIMA: Information matrix for ARTFIMA

Description

The information matrix for the lambda and d in ARTFIMA model.

Usage

informationMatrixARTFIMA(d, lambda)

Arguments

Value

  • The 2-by-2 asymptotic information matrix per observation

See Also

artfima, seARTFIMA

Examples

Run this code
informationMatrixARTFIMA(d=5/6, lambda=0.06)

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