numeric vector with the series to compute the periodogram
 from.

Simply estimate the periodogram via the Fast Fourier Transform.

Datasets and Functionality from
'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall.
Estimation of Hurst (and more) parameters for fractional Gaussian noise,
'fARIMA' and 'FEXP' models.

Martin Maechler

longmemo

Statistics for Long-Memory Processes (Book Jan Beran), and
Related Functionality

per function

<dl> <dt>z</dt>
<dd>numeric vector with the series to compute the periodogram
 from.</dd></dl>

Arguments

Jan Beran (principal) and Martin Maechler (fine tuning)

Author

Simple Periodogram Estimate — per

<dl>

 <dt>z</dt>
<dd>numeric vector with the series to compute the periodogram
 from.</dd>

</dl>

per: Simple Periodogram Estimate

Description

Usage

Value

Arguments

Author

Details

See Also

Examples