Description Usage Arguments Details Value Author(s) References See Also Examples
Covariance matrix of parameters \widehat{η } of fractional Gaussian noise.
1 |
eta |
a positive value of the Hurst exponent which is less than 1. |
snr |
the signal-to-noise ratio. Default is |
The most parts of this function were adopted from the S-PLUS codes originally developed by Jan Beran. See Beran (1994) for details.
A covariance matrix of the estimated fGn parameters with size M \times M where M is the length of \widehat{η }.
Jan Beran (original) and Wonsang You (fine tuning)
Jan Beran (1994) Statistics for Long-Memory Processes, Chapman & Hall.
fspecFGN
1 2 |
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