gammaKernelTauAsymptotic {BSS}

Asymptotic scale factor for the gamma kernel

Description

Asymptotic scale factor for the gamma kernel

Usage

gammaKernelTauAsymptotic(n, alpha)

Arguments

n

a positive integer indicating the number of observations per unit of time.

alpha

the smoothness parameter, alpha, for the gamma kernel.

Value

The function returns an approximation for the scale factor (tau_n) for the gamma kernel with smoothness parameter alpha, observed at frequency n per unit of time, using the asymptotic expression for the scale factor.