There are many possible devices that could be looked at. In my response I am going to focus on Hardy's use of repetition and rhythm in helping to convey the meaning of this tremendous poem and build up an impression of how the speaker is haunted by the tantalising voice that he assumes at first to be his dead wife calling to him.
Central to the poem is the sound of the wind and how this is mistaken for the voice of Hardy's dead wife. We are clearly presented with a speaker who is obsessed with his wife's death, and somehow trying to come to terms with it, and yet his attempts to move on are inhibited by the way that he sees and hears her through his imagination. Note how the repetition of the first line seeks to enact the sound of the wind as it curiously gives the speaker the impression that his dead wife is calling to him:
Woman much missed, how you call to me, call to me...
Note too, how the phrase "call to me" is again echoed in third line in "the one who was all to me." Repetition is thus used to help create the eerie, haunting sound of the wind as it mimics Hardy's dead wife's voice.
Secondly, if you pay attention to the rhythm of this poem, you can see how the upbeat anapaestic rhythm of the poem conveys the hope that Hardy is really being addressed by his dead wife's voice. However, as this initial optimism wears away, the final stanza mirrors this with a rather clumsy rhythm, characterised by a number of long stresses, that mimic Hardy's own attempts to stumble on against the wind, hearing the mocking sound that resembles his wife's voice:
Thus I; faltering forward,
Leaves around me falling,
Wind oozing thin through the thorn from norward,
And the woman calling.
We are left with an impression of a grief-stricken old man, burdened with memories and past regrets, trying desperately to push on through the difficulties of life.