AI 中文总结
本文介绍R包CovEsts，提供非参数自协方差估计方法，含理论、函数、诊断工具及模拟和真实数据应用。
AI 中文摘要
本文介绍了R包CovEsts，该包实现了自协方差函数的几种非参数估计器。首先，文章介绍了所实现估计器的理论基础、其性质、假设及潜在局限性。接着，概述了该包的结构及其关键函数，包括估计自协方差函数的多种方法、构建相应的自助置信区域以及修正所提供的估计器。该包还包含诊断工具，如用于比较估计器的多种指标，以及供更广泛使用的附加函数。文章展示了该包在函数参数选择和估计器调优方面的高度灵活性。通过模拟数据、年度太阳黑子计数和美国失业增量数据，展示了所选估计器和包函数的应用。
英文摘要
The paper introduces the R package CovEsts, which implements several nonparametric estimators for the autocovariance function. First, it presents the theoretical foundations of the implemented estimators, their properties, assumptions, and potential limitations. Next, it outlines the structure of the package and its key functions, including several methods for estimating autocovariance functions, constructing corresponding bootstrap confidence regions, and correcting the provided estimators. The package also includes diagnostic tools, such as several metrics for comparing estimators, and additional functions for broader use. The article illustrates a high degree of flexibility of the package in the selection of function parameters and the tuning of the estimators. Applications of selected estimators and package functions are illustrated using simulated data, yearly sunspot counts, and US unemployment increments data.
Comments26 pages, 19 figures
Journal ref18/2 The R Journal, 18/2, (2026), 222-244
