per: Periodogram Estimator

In wonsang/wfGn: Estimation of the Hurst Parameter for Contaminated Fractional Gaussian Noises

Description

Estimation of periodogram of a given time series.

Usage

per(z)

Arguments

z	a vector which indicates a time series

Value

a vector of periodogram with length of 1+ floor(n/2) where n is the length of z. This function is originated from Jan Beran. See Beran (1994) for details.

Author(s)

Jan Beran

References

Jan Beran (1994) Statistics for Long-Memory Processes, Chapman & Hall.

Examples

n<-1000; H<-0.7;
ts <- circFGN(n,H)
yper<-per(ts)

wonsang/wfGn documentation built on May 14, 2019, 9:25 p.m.