o The other original ``main program'' should become a function, too
   R/WhittleEst.R --> fWhittleEst() : not yet (see 'FIXME' in there).

o Think about adding Graf's  *robust* estimators ("HUBINC" et al.).

o Completely merge with the also unreleased package ../ts2test !!

o Compare with   library( fracdiff )  :

    --> partly happened in "Semesterarbeit" by Thomas Grischott
	(-> /u/maechler/save/papers/RGrischott-LongMem.pdf
	  and /sfs/a/A/SfS-students/groman-Semarbeit/RAusw/ )

o specFGN(eta, m, nsum)  becomes quite slow for "large" m
  (e.g m = 2^16; the for loop takes time).
  Should do this in C code!
