Man pages for wonsang/wfGn
Estimation of the Hurst Parameter for Contaminated Fractional Gaussian Noises

CetaFGNCovariance Matrix of fGn Parameters
circFGNSimulation of a fractional Gaussian noise
CsumCumulative Qeta Difference Function
fspecBFGNSpectral Density of a bivariate Fractional Gaussian Noise
fspecFGNSpectral Density of a Fractional Gaussian Noise
fspecPFGNSpectral Density of a perturbed Fractional Gaussian Noise
LpvarLog Periodogram Variance Function
perPeriodogram Estimator
perturbFGNSimulation of a perturbed fGn
QetaQeta function
QLCfunCombinational Minimization Function
wFGNThe Whittle estimator for a contaminated fGn
wFGN.evalEvaluation of the modified Whittle estimator for a...
wfGn-packageEstimation of the Hurst Parameter for Contaminated Fractional...
wonsang/wfGn documentation built on May 14, 2019, 9:25 p.m.