Locally Stationary Time Series
Smooth Periodogram by Blocks
Ljung-Box Test Plot
Hessian Matrix
Kalman filter for locally stationary processes
Summary for Locally Stationary Time Series
Locally Stationary Whittle log-likelihood Function
Locally Stationary Whittle Log-likelihood sigma
Locally Stationary Whittle Log-likelihood theta
Whittle estimator to Locally Stationary Time Series
Periodogram function
Smoothing periodogram
Spectral Density
Diagnostic Plots for Time Series fits
A set of functions that allow stationary analysis and locally stationary time series analysis.