nsarfima (

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Methods for Fitting and Simulating Non-Stationary ARFIMA Models.


Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) . Beran, J. (1995) .

Maintainer: Benjamin Groebe
Author(s): Benjamin Groebe [aut, cre]

License: GPL (>= 3)

Uses: Does not use any package

Released 8 months ago.



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