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... |

carfima.loglik | Computing the log likelihood function of a CARFIMA(p, H, q)... |

carfima.sim | Simulating a CARFIMA(p,H,q) time series |

package-carfima | Continuous-Time Fractionally Integrated ARMA Process for... |

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