Continuous-Time Fractionally Integrated ARMA Process for Irregularly Spaced Long-Memory Time Series Data

---

Documentation for package ‘carfima’ version 2.0.2

• DESCRIPTION file.

Help Pages

carfima-package	Continuous-Time Fractionally Integrated ARMA Process for Irregularly Spaced Long-Memory Time Series Data
carfima	Fitting a CARFIMA(p, H, q) model via frequentist or Bayesian machinery
carfima.loglik	Computing the log likelihood function of a CARFIMA(p, H, q) model
carfima.sim	Simulating a CARFIMA(p, H, q) time series