l=15000; h = seq(150,l,150)
jump = rep(0,length(h)+1); b1 = seq(from=0,by=0.15,length = length(h)+1)
signal = gen.signal(l,h,jump,b1)
data = signal + rnorm(length(signal),0,1) # standard white noise
gamma = 10
ddy = diff(smth.gau(data,gamma),differences=2)
est.sigma2(ddy,gamma,k=0.5) # true value is \eqn{\frac{1}{2\sqrt{pi}\gamma}}
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