MPerioReg {acfMPeriod}

Robust M-periodogram

Description

This function computes the univariate robust M-periodogram using M-regression.

Usage

MPerioReg(series)

Arguments

series

univariate time series

Value

a numeric vector containing the robust estimates of the spectral density

Author(s)

Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc.

References

Reisen, V. A. and Lévy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. Journal of Statistical Planning and Inference, 187, 44-55.

Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.

Examples

MPerioReg(ldeaths)