[R] Parzen fractional degree of differencing estimator

[Kjetil Halvorsen]

searching using
library(sos)
h <- ???"Parzen fractional estimator"
h

leads to
library(fracdiff)  # on CRAN
?fdSperio

On Wed, Feb 16, 2011 at 5:19 PM, Fologo Dubois <fologodubois at yahoo.com> wrote:
> Does R have a function for Parzen fractional degree of differencing estimator? I am referring to the non-parametric kernel density estimator set forth by Parzen in Parzen (1983)
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