Originally, this function did something more complex,
but now it merely replaces NAs by 0
References
Nason, G.P. (2013) A test for second-order stationarity and
approximate confidence intervals for localized autocovariances
for locally stationary time series. J. R. Statist. Soc. B,
75, 879-904.
tools:::Rd_expr_doi("10.1111/rssb.12015")