[R] Whittle estimation for ARMA models

[tzygmund mcfarlane]

Hi,

Does anyone know of a package/script that will implement the Whittle
(1953) estimator for the parameters of an invertible stationary ARMA
time series model? The estimator is defined on, for example, pg. 378
of Brockwell & Davis (1991).

I assume that the internal call .whittle in this code due to Diethelm
Wuertz can be used, but I am unsure how:
http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/*checkout*/pkg/fArma/R/whittle.R?rev=2307&root=rmetrics

Thanks

@article{whittle1953estimation,
  title={{Estimation and information in stationary time series}},
  author={Whittle, P.},
  journal={Arkiv f{\\"o}r Matematik},
  volume={2},
  number={5},
  pages={423--434},
  year={1953},
  publisher={Springer}
}

@book{brockwell1991time,
  title={{Time series: theory and methods}},
  author={Brockwell, P.J. and Davis, R.A.},
  year={1991},
  publisher={Springer}
}