toeplitz_nonsym function

Transform a vector in a non symmetric Toeplitz matrix

toeplitz_nonsym(vec)

Arguments

• vec: input vector.

Returns

the corresponding matrix.

References

S. Achard, I. Gannaz (2016) Multivariate wavelet Whittle estimation in long-range dependence. Journal of Time Series Analysis, Vol 37, N. 4, pages 476-512. http://arxiv.org/abs/1412.0391.

S. Achard, I Gannaz (2019) Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave. Journal of Statistical Software, Vol 89, N. 6, pages 1-31.

Author(s)

S. Achard and I. Gannaz

See Also

scaling_function

Examples

res_filter <- scaling_filter('Daubechies',8);
filter <- res_filter$h
Htmp <- toeplitz_nonsym(filter)