artfima (version 1.4)

informationMatrixARTFIMA: Information matrix for ARTFIMA

Description

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

Usage

informationMatrixARTFIMA(d, lambda)

Arguments

d

d parameter

lambda

lambda parameter

Value

The 2-by-2 asymptotic information matrix per observation

See Also

artfima, seARTFIMA

Examples

informationMatrixARTFIMA(d=5/6, lambda=0.06)