[R] Whittle's Estimator of Hurst Parameter

[Peter Rabinovitch]

Has anybody written R code to estimate the Hurst parameter via Whittle's
method? In particular, I am looking to get a confidence interval on the
Hurst parameter.

I have tried adapting Taqqu's S+ code, but I keep running into
issues.....

Any pointers and/or code available?

Thanks much.
-- 
Peter Rabinovitch
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