artfima: ARTFIMA Model Estimation

Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Package details

AuthorA. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
MaintainerA.I. McLeod <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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artfima documentation built on May 2, 2019, 1:27 p.m.