ARRLS.sim               Simulation of Autoregressive Random Level Shift
                        processes.
ELW                     Exact local Whittle estimator of the fractional
                        difference parameter d for stationary and
                        non-stationary long memory.
ELW2S                   Two-Step Exact local Whittle estimator of
                        fractional integration with unknown mean and
                        time trend.
F.hat                   Empirical cummulative spectral distribution
                        function
FCI_CH03                Rank estimation in fractionally cointegrated
                        systems.
FCI_CH06                Residual-based test for fractional
                        cointegration (Chen, Hurvich (2006))
FCI_MV04                Test for fractional cointegration (Marmol,
                        Velasco (2004))
FCI_N10                 Nonparametric test for fractional cointegration
                        (Nielsen (2010))
FCI_NS07                Rank estimation in fractionally cointegrated
                        systems by Nielsen, Shimotsu (2007).
FCI_R08                 Hausman-type test for fractional cointegration
                        (Robinson (2008))
FCI_SRFB18              Frequency-domain test for fractional
                        cointegration (Souza, Reise, Franco, Bondon
                        (2018))
FCI_WWC15               Semiparametric test for fractional
                        cointegration (Wang, Wang, Chan (2015))
FCI_ZRY18               Rank estimation in fractionally cointegrated
                        systems (Zhang, Robinson, Yao (2018))
FDLS                    Narrow band estimation of the cointegrating
                        vector.
FI.sim                  Simulate multivariate fractional white noise.
FMNBLS                  Fully Modified Narrow Band Least Squares
                        (FMNBLS) estimation of the cointegrating
                        vector.
G.hat                   Estimation of G matrix for multivariate long
                        memory processes.
GSE                     Multivariate local Whittle estimation of long
                        memory parameters.
GSE_coint               Multivariate local Whittle estimation of long
                        memory parameters and cointegrating vector.
Hou.Perron              Modified local Whittle estimator of fractional
                        difference parameter d.
LPWN                    Local polynomial Whittle plus noise estimator
LongMemoryTS            LongMemoryTS: Long Memory Time Series
MLWS                    MLWS test for multivariate spurious long
                        memory.
McC.Perron              GPH estimation of long memory parameter robust
                        to low frequency contaminations.
Peri                    Multivariate Periodogram.
Qu.test                 Qu test for true long memory against spurious
                        long memory.
T.rho                   Test for equality of all elements in an
                        estimated d-vector based on pairwise
                        comparisons.
T0stat                  Test for equality of all elements in an
                        estimated d-vector based.
VARFIMA.est             Maximum likelihood estimation of a VARFIMA(1,1)
                        in final equations form.
VARFIMA.sim             Simulation of a VARFIMA(1,1) in final equations
                        form.
W_multi                 Helper function for MLWS test for multivariate
                        spurious long memory.
cross.Peri              Cross periodogram of vector valued time series
                        X and Y
ddiffw                  Helper function that returns AR-representation
                        of FI(d)-process.
fBM                     Fractional Brownian Motion / Bridge of Type I
                        or II.
fdiff                   Fast fractional differencing procedure of
                        Jensen and Nielsen (2014).
gph                     GPH estimator of fractional difference
                        parameter d.
ll.VARFIMA              Log-likelihood function of a VARFIMA(1,1) in
                        final equations form.
local.W                 Local Whittle estimator of fractional
                        difference parameter d.
partition.X             Automated partitioning of estimated vector of
                        long memory parameters into subvectors with
                        equal memory.
pre.White               Pre-whitening for application of semiparametric
                        long memory estimator.
rank.est                Cointegration Rank Estimation using Model
                        Selection.
