PerioMrob: Robust M-periodogram
In tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
PerioMrob R Documentation
Robust M-periodogram
Description
This function computes the robust M-periodogram proposed by Reisen et al. (2017).
Usage
PerioMrob(series)
Arguments
series
univariate time series
Value
a numeric vector containing the robust estimates of the spectral density
Author(s)
Valderio Reisen, Céline Lévy-Leduc and Higor Cotta.
References
Reisen, V. A. and Lévy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. To appear in Journal of Statistical Planning and Inference.
Geweke, J. and Porter-Hudak, S. (1983) The estimation and application of long memory time series models. Journal of Time Series Analysis, 4, 221–238.
Examples
PerioMrob(ldeaths)
tsqn documentation built on March 17, 2026, 1:07 a.m.
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| PerioMrob | R Documentation |
Robust M-periodogram
Description
This function computes the robust M-periodogram proposed by Reisen et al. (2017).
Usage
PerioMrob(series)
Arguments
series |
univariate time series |
Value
a numeric vector containing the robust estimates of the spectral density
Author(s)
Valderio Reisen, Céline Lévy-Leduc and Higor Cotta.
References
Reisen, V. A. and Lévy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. To appear in Journal of Statistical Planning and Inference.
Geweke, J. and Porter-Hudak, S. (1983) The estimation and application of long memory time series models. Journal of Time Series Analysis, 4, 221–238.
Examples
PerioMrob(ldeaths)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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