The LRCKernelType enumeration is used to determine kernel specification in long-run covariance
It is used by the following property:
| Value | Brief description | |
|
0 | None. No kernel specification. |
|
1 | Bartlett. The Bartlett kernel. |
|
2 | Bohman. Bohman kernel. |
|
3 | Daniell. Daniell kernel. |
|
4 | Parzen. The Parzen kernel. |
|
5 | ParzenRiesz. Parzen-Riesz kernel. |
|
6 | ParzenGeometric. Parzen geometric kernel. |
|
7 | BohmanCauchy. Bohman-Cauchy kernel. |
|
8 | QuadraticSpectral. Quadratic spectral kernel. |
|
9 | TruncatedUniform. Uniformly truncated kernel. |
|
10 | TukeyHamming. Tukey-Hamming kernel. |
|
11 | TukeyHanning. Tukey-Hanning kernel. |
|
12 | TukeyParzen. Parzen-Tukey kernel. |
|
13 | UserSpecified. Custom kernel specification. |
See also: