Return the spectral density estimator given a vector of autocovariances C, window name WIN, and bandwidth, B.
spectral_adf(C) spectral_adf(C, WIN) spectral_adf(C, WIN, B)
Autocovariances
Window names
Bandwidth
Return the spectral density estimator given a vector ofautocovariances C, window name WIN, and bandwidth, B. The window name, e.g., "triangle" or "rectangle" is used to search for a function called 'WIN_lw'. If WIN is omitted, the triangle window is used. If B is omitted, '1 / sqrt (length (C))' is used.