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R-cran-fracdiff

May 26, 2018

Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMAp,d,q model Haslett and Raftery, Appl.Statistics, 1989.

WWW http//cran.r-project.org/web/packages/fracdiff/