Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

Documentation for package ‘tsqn’ version 1.0.0

corMatQn	Robust correlation matrix
corQn	Robust correlation between the variables 'x' and 'y'
covMatQn	Robust covariance matrix
covQn	Robust covariance between the variables 'x' and 'y'
GPH_estimate	Classical and Robust Geweke and Porter-Hudak (GPH) estimators for the long-memory parameter d of a long-range dependent stationary processes
PerioMrob	Robust M-periodogram
PerQn	Robust periodogram based on the Robust ACF
plot.robacf	Plot Robust Autocovariance and Robust Autocorrelation Functions
robacf	Robust autocorrelation or autocovariance function estimation
tsqn	Applications of the Qn estimator to time series (univariate and multivariate)