Whittle estimation for ARMA models

<This is a repost from r-help; I was advised to repost it to the
r-sig-finance list.>

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

Barring this, could someone point me to a textbook example which I
could try to reproduce (using a publicly available dataset)?

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}
}