Methods for Fitting and Simulating Non-Stationary ARFIMA Models
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Documentation for package ‘nsarfima’ version 0.2.0.0
Help Pages
| arfima.sim | Simulate ARFIMA Process |
| mde.arfima | Minimum Distance Estimation of ARFIMA Model |
| mle.arfima | Pseudo-Maximum Likelihood Estimation of ARFIMA Model |